This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-Gaussian and sub-gamma bounds previously studied in this context. The proof leverages a novel handy recursion order 2 central moments obtained from hypergeometric representations moments; is useful obtaining explicit expressions various tail appro...

In this paper we propose the beta slashed generalised half-normal distribution, which includes some important distributions such as half-normal, and distributions. Explicit expressions for cumulative distribution characteristic functions are derived. The maximum likelihood estimates of parameters obtained via EM algorithm value proposed model is illustrated with an application on fatigue data. ...