On the general class of two-sided power distribution

Abstract

Van Dorp and Kotz ( 2003) introduced a general class of two-sided power distribution. We provide several examples of this distribution by considering a non negative, non decreasing differentiable function g on [0, 1] satisfying g (1) - g(0) = 1. For the considered distributions the maximum likelihood estimation and moment estimation of parameters are obtained. Moments, moment generating functions, and relative entropy are also derived.