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A family of distributions related to the McCullagh family. (English) Zbl 0747.60018
A two parameter family of distributions on \((-1,1)\) is obtained from the hypergeometric functions and some statistical properties are investigated. Its relations to a symmetric beta density and to proper dispersion models are considered and it is shown that the \(p^*\)-formula is exact.

MSC:
60E05 Probability distributions: general theory
62E10 Characterization and structure theory of statistical distributions
62F10 Point estimation
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