The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases
Computation
2026-03-17 v1 Probability
Methodology
Abstract
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.
Keywords
Cite
@article{arxiv.2603.13622,
title = {The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases},
author = {Matthew LeDuc},
journal= {arXiv preprint arXiv:2603.13622},
year = {2026}
}
Comments
9 pages, no figures. Work in progress