File: continuous_burr.rst

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.. _continuous-burr:

Burr Distribution
=================

There are two shape parameters :math:`c,d > 0` and the support is :math:`x \in [0,\infty)`.

.. math::
   :nowrap:

    \begin{eqnarray*} \textrm{Let }k & = & \Gamma\left(d\right)\Gamma\left(1-\frac{2}{c}\right)\Gamma\left(\frac{2}{c}+d\right)-\Gamma^{2}\left(1-\frac{1}{c}\right)\Gamma^{2}\left(\frac{1}{c}+d\right)\\
    f\left(x;c,d\right) & = & \frac{cd}{x^{c+1}\left(1+x^{-c}\right)^{d+1}} \\
    F\left(x;c,d\right) & = & \left(1+x^{-c}\right)^{-d}\\
    G\left(q;c,d\right) & = & \left(q^{-1/d}-1\right)^{-1/c}\\
    \mu & = & \frac{\Gamma\left(1-\frac{1}{c}\right)\Gamma\left(\frac{1}{c}+d\right)}{\Gamma\left(d\right)}\\
    \mu_{2} & = & \frac{k}{\Gamma^{2}\left(d\right)}\\
    \gamma_{1} & = & \frac{1}{\sqrt{k^{3}}}\left[2\Gamma^{3}\left(1-\frac{1}{c}\right)\Gamma^{3}\left(\frac{1}{c}+d\right)+\Gamma^{2}\left(d\right)\Gamma\left(1-\frac{3}{c}\right)\Gamma\left(\frac{3}{c}+d\right)\right.\\
     &  & \left.-3\Gamma\left(d\right)\Gamma\left(1-\frac{2}{c}\right)\Gamma\left(1-\frac{1}{c}\right)\Gamma\left(\frac{1}{c}+d\right)\Gamma\left(\frac{2}{c}+d\right)\right]\\
    \gamma_{2} & = & -3+\frac{1}{k^{2}}\left[6\Gamma\left(d\right)\Gamma\left(1-\frac{2}{c}\right)\Gamma^{2}\left(1-\frac{1}{c}\right)\Gamma^{2}\left(\frac{1}{c}+d\right)\Gamma\left(\frac{2}{c}+d\right)\right.\\
     &  & -3\Gamma^{4}\left(1-\frac{1}{c}\right)\Gamma^{4}\left(\frac{1}{c}+d\right)+\Gamma^{3}\left(d\right)\Gamma\left(1-\frac{4}{c}\right)\Gamma\left(\frac{4}{c}+d\right)\\
      &  & \left.-4\Gamma^{2}\left(d\right)\Gamma\left(1-\frac{3}{c}\right)\Gamma\left(1-\frac{1}{c}\right)\Gamma\left(\frac{1}{c}+d\right)\Gamma\left(\frac{3}{c}+d\right)\right]\\
    m_{d} & = & \left(\frac{cd-1}{c+1}\right)^{1/c}\,\text{if }\quad cd>1 \text{, otherwise }\quad 0\\
    m_{n} & = & \left(2^{1/d}-1\right)^{-1/c}\end{eqnarray*}

Implementation: `scipy.stats.burr`