Benini distribution

The Benini distribution ${\displaystyle \operatorname {Benini} (\alpha ,\beta ,\sigma )}$ is a three-parameter distribution, which has cumulative distribution function (CDF)

${\displaystyle F(x)=1-\exp {\big \{}-\alpha (\log x-\log \sigma )-\beta (\log x-\log \sigma )^{2}{\big \}}=1-\left({\frac {x}{\sigma }}\right)^{-\alpha -\beta \log {\left({\frac {x}{\sigma }}\right)}},}$

where ${\displaystyle x\geq \sigma }$ , shape parameters α, β > 0, and σ > 0 is a scale parameter.

For parsimony, Benini^[3] considered only the two-parameter model (with α = 0), with CDF

${\displaystyle F(x)=1-\exp {\big \{}-\beta (\log x-\log \sigma )^{2}{\big \}}=1-\left({\frac {x}{\sigma }}\right)^{-\beta (\log x-\log \sigma )}.}$

The density of the two-parameter Benini model is

${\displaystyle f(x)={\frac {2\beta }{x}}\exp \left\{-\beta \left[\log \left({\frac {x}{\sigma }}\right)\right]^{2}\right\}\log \left({\frac {x}{\sigma }}\right),\quad x\geq \sigma >0.}$

A two-parameter Benini variable can be generated by the inverse probability transform method. For the two-parameter model, the quantile function (inverse CDF) is

${\displaystyle F^{-1}(u)=\sigma \exp {\sqrt {-{\frac {1}{\beta }}\log(1-u)}},\quad 0<u<1.}$

• If ${\displaystyle X\sim \operatorname {Benini} (\alpha ,0,\sigma )}$ , then X has a Pareto distribution with ${\displaystyle x_{\text{m}}=\sigma .}$
• If ${\displaystyle X\sim \operatorname {Benini} (0,{\tfrac {1}{2\sigma ^{2}}},1)}$ , then ${\displaystyle X\sim e^{U}}$ , where ${\displaystyle U\sim \operatorname {Rayleigh} (\sigma ).}$

The two-parameter Benini distribution density, probability distribution, quantile function and random-number generator are implemented in the VGAM package for R, which also provides maximum-likelihood estimation of the shape parameter.^[5]

• Conditional probability distribution
• Joint probability distribution
• Quasiprobability distribution
• Empirical probability distribution
• Histogram
• Riemann–Stieltjes integral application to probability theory

• Benini Distribution at Wolfram Mathematica (definition and plots of pdf)