Generalized Beta-Generated Distributions

This paper introduces a new class of generalized beta-generated distributions that have very flexible shapes and tractable properties. Their quantiles and moments have a simple closed form and they are maximum entropy distributions under three simple conditions. Two special cases are the classical beta-generated and the Kumaraswamy-generated distributions. An attractive feature of generalized beta-normal distributions is that the three generalized beta parameters afford greater control over the weights in both tails and in the centre of the generated distribution, compared with the classical beta-normal distribution.