Pareto confluent hypergeometric distribution

Abstract

In this note, is introduced a five-parameter distribution, so-called the Pareto confluent hypergeometric distribution. This new distribution generated from the logit of a confluent hypergeometric random variable includes some important distributions as special case, such as beta Pareto, Pareto exponentiated and Pareto. Some of the main properties of this distribution are derived, including, nth moment, mean, variance, skewness, kurtosis and Rényi entropy. The estimation of parameters using the methods of moments and maximum likelihood is also discussed.