The generalized beta- and F-distributions in statistical modelling

The univariate generalized beta- and generalized F-distributions are frequently in recent statistical modellings and applications. They have richer properties than the standard beta- and Snedecor F-distributions and provide more flexibility than these distributions, of which they are natural extensions. Their connection with the Gauss hypergeometric function and Lauricella functions leads to further generalizations and important properties. This article gives a unified and up-to-date treatment of these two generalized distributions using only simple arguments. Proofs are given for some original results and a complete reference to their source is provided for established ones. The important problem of parameter estimation is also studied.