A Four-Parameter Generalized Logistic Distribution

For the first time, we introduce the beta generalized logistic distribution which is obtained by compounding the beta and generalized logistic distributions. The shape of the new distribution is quite flexible, specially the skewness and the tail weights, due to the two extra shape parameters. We obtain general expansions for the moments and quantile functions. The estimation of the parameters is investigated by maximum likelihood. Some related distributions are studied in detail. An application to a real data set is given to show the flexibility and potentiality of the new distribution.