The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2026
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| _version_ | 1866915862121807872 |
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| author | LeDuc, Matthew |
| author_facet | LeDuc, Matthew |
| contents | This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison with Monte Carlo estimates is also presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_13622 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases LeDuc, Matthew Computation Probability Methodology This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison with Monte Carlo estimates is also presented. |
| title | The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases |
| topic | Computation Probability Methodology |
| url | https://arxiv.org/abs/2603.13622 |