Burr distribution

In probability theory, statistics and econometrics, the Burr Type XII distribution or simply the Burr distribution is a continuous probability distribution for a non-negative random variable. It is also known as the Singh–Maddala distribution and is one of a number of different distributions sometimes called the "generalized log-logistic distribution".

Definitions

Probability density function

The Burr (Type XII) distribution has probability density function:

The parameter scales the underlying variate and is a positive real.

Cumulative distribution function

The cumulative distribution function is:

Applications

It is most commonly used to model household income, see for example: Household income in the U.S. and compare to magenta graph at right.

Random variate generation

Given a random variable drawn from the uniform distribution in the interval , the random variable

has a Burr Type XII distribution with parameters , and . This follows from the inverse cumulative distribution function given above.

Related distributions

• When c = 1, the Burr distribution becomes the Lomax distribution.

• When k = 1, the Burr distribution is a log-logistic distribution sometimes referred to as the Fisk distribution, a special case of the Champernowne distribution.

• The Burr Type XII distribution is a member of a system of continuous distributions introduced by Irving W. Burr (1942), which comprises 12 distributions.

• The Dagum distribution, also known as the inverse Burr distribution, is the distribution of 1 / X, where X has the Burr distribution

References

Further reading

External links