The Amoroso Distribution

By Gavin E. Crooks. 2010

50 citations recorded by the source corpus.

Herein, we review the properties of the Amoroso distribution, the natural unification of the gamma and extreme value distribution families. Over 50 distinct, named distributions (and twice as many synonyms) occur as special cases or limiting forms. Consequently, this single simple functional form encapsulates and systematizes an extensive menagerie of interesting and common probability distributions.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a0ffde0d5d0f4e65bd840d24b216f41cc60ef6ac