A general family of probability distributions. (English) Zbl 0838.62013
Summary: A new family of probability distributions is defined and Bayes estimation, Fisher information, Shannon entropy, an information differential metric and a James estimator are studied. This family is an extension of some families considered in statistics. Also some procedures to obtain the moment and maximum likelihood estimates are given.
MSC:
62E10 | Characterization and structure theory of statistical distributions |
62F10 | Point estimation |