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Communications in Statistics - Theory and Methods Volume 33, 2004 - Issue 12
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Original Articles

Characterizations of the Beta Distribution

Saralees Nadarajah Department of Mathematics, University of South Florida, Tampa, Florida, USA; Department of Statistics, University of Nebraska, Lincoln, NE, 68583, USACorrespondence[email protected]
&
Arjun K. Gupta Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio, USA
Pages 2941-2957 | Published online: 15 Feb 2007
 
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Abstract

The beta distribution has a received considerable amount of attention in the statistical literature, mainly because of its applications in many fields. The purpose of this article is to review the characterizations of this distribution. The characterizations are based on the closure property under products, geometric and trigonometric relationships, failure rate function, mean residual life function, order statistics, records, and the relationship to the gamma distribution.

Mathematics Subject Classification:

Acknowledgments

The authors would like to thank the referee for carefully reading the article and for his/her help in improving the article.

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