Question: Unable to create a custom probability distribution

I want to use Burr distribution and hence I am creating custom probability distribution. The pdf of Burr is not piecewise. It gives error.


burrpdf := alpha*k*((x-gamma)/beta)^(alpha-1)/beta(1+((x-gamma)/beta)^alpha)^(k+1)

burr_distribution := Statistics[Distribution](PDF = (alpha > 0, beta > 0, gamma > 0, k > 0), burrpdf)


Error, (in Statistics:-Distribution) invalid input: too many and/or wrong type of arguments passed to NewDistribution;

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