@article{Nadarajah_Kebe_2024, title={The Gauss Hypergeometric Beta Distribution: Accepted - June 2024}, url={https://revstat.ine.pt/index.php/REVSTAT/article/view/612}, abstractNote={<p>The Gauss hypergeometric beta distribution due to Gordy [Computational Economics, 12, 1998, 61-78] has been known since the 1990s.&nbsp; But not much of is known in terms of its mathematical properties.&nbsp; In this paper, we pr&nbsp; ovide a comprehensive treatment of mathematical properties of the Gauss hypergeometric beta distribution.&nbsp; We derive shape properties of its probability density function and expressions for its cumulative distribution function, moment generating function, characteristic function, moments, conditional moments, entropies and stochastic orderings.&nbsp; We also derive procedures for maximum likelihood estimation and assess their finite sample performance.&nbsp; Most of the derived properties are new.&nbsp; Finally, we illustrate a real data application of the Gauss hypergeometric beta distribution.</p>}, journal={REVSTAT-Statistical Journal}, author={Nadarajah, Saralees and Kebe, Malick}, year={2024}, month={Jun.} }