The \(\log F\): A distribution for all seasons (Q1855620)

The paper is devoted to a rather flexible parametric distribution family based on the logarithm of the F distribution. This family, introduced by \textit{R.L. Prentice} [Biometrika 62, 607-614 (1975; Zbl 0328.62013)], is rather flexible and includes as special cases log-normal, Weibull, exponential, log-logistic, and generalized gamma distributions. Properties of \(\log F\) are discussed and a number of examples from sports, medicine and finance that illustrate possible applications are discussed. In this way the authors ``try to convince readers that ... this family should be one of the first tools used in data exploration''. Certain computational problems connected with \(\log F\) distributions are also discussed.