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Achim Zeileis
@zeileis.org
statistics, science, software
332 followers108 following96 posts
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💡 Idea for extended-support beta mixture (XBX) distribution: - Extend support via 4-parameter beta from (0, 1) to (-ν, 1 + ν) - Special cases: Beta for ν = 0 and Normal for ν → ∞ - Shrink towards beta by exponential mixture for ν - Censor outside [0, 1] to obtain point masses at 0 and 1

Animated GIF illustrating the transition from the standard beta distribution via the 4-parameter beta, extended-support beta (XB) to the extended-support beta mixture (XBX) distribution.
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AZzeileis.org

🧭 This was a long journey of almost a decade (interrupted by a couple of kids and a pandemic). 2015: First idea and basic theory. 2017: First implementation on R-Forge, work out details. 2024: Full implementation, application, paper. 🥳

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AZ
Achim Zeileis
@zeileis.org
statistics, science, software
332 followers108 following96 posts