Closed form expressions for moments of the beta Weibull distribution

The beta Weibull distribution was first introduced by Famoye et al. (2005) and studied by these authors and Lee et al. (2007). However, they do not give explicit expressions for the moments. In this article, we derive explicit closed form expressions for the moments of this distribution, which generalize results available in the literature for some sub-models. We also obtain expansions for the cumulative distribution function and Renyi entropy. Further, we discuss maximum likelihood estimation and provide formulae for the elements of the expected information matrix. We also demonstrate the usefulness of this distribution on a real data set.

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