Neveka M. OlmosEmilio Gómez DénizOsvaldo Venegas2026-03-252026-03-2520242227739010.3390/math12091397https://repositorioabierto.uantof.cl/handle/uantof/677In this paper, the scale mixture of the Gleser (SMG) distribution is introduced. This new distribution is the product of a scale mixture between the Gleser (G) distribution and the Beta(a, 1)distribution. The SMG distribution is an alternative to distributions with two parameters and a heavy right tail. We study its representation and some basic properties, maximum likelihood inference, and Fisher ’s information matrix. We present an application to a real dataset in which the SMG distribution shows a better fit than two other known distributionsenAttribution 4.0 InternationalScale Mixture of Gleser Distribution with an Application toInsurance DataArticle