The \(\log F\): A distribution for all seasons
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.
scientific article; zbMATH DE number 1865438