English

On classes of distributions on the unit interval: structural properties and application to inequality data

Methodology 2026-03-04 v2

Abstract

Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their flexibility and tractability. In this paper, we introduce two novel families of unit-interval distributions derived via non-injective transformations of the gamma ratio. These transformations, denoted SrS_r and TrT_r, allow the construction of new random variables with support on (0,1)(0,1) and admit simple closed-form expressions for their densities when the underlying variables are independent gamma distributed. Notably, for r=1/2r = 1/2, these constructions yield sample-based estimators of the Gini and Atkinson indices, establishing a direct link with classical inequality measures. We derive the distributional laws, cumulative distribution functions, quantile functions, and raw moments, and discuss maximum likelihood estimation for the proposed models. A Monte Carlo simulation study is conducted to assess the finite sample behavior of the maximum likelihood estimators under different parameter configurations. An application to cross-country Gini index data illustrates the flexibility and practical relevance of the proposed distributions in modeling real inequality indicators.

Keywords

Cite

@article{arxiv.2508.01154,
  title  = {On classes of distributions on the unit interval: structural properties and application to inequality data},
  author = {Roberto Vila and Helton Saulo and Poliana Matos and Subhankar Dutta},
  journal= {arXiv preprint arXiv:2508.01154},
  year   = {2026}
}

Comments

39 pages, 24 figures