A CLASS OF DISCRETE-DISTRIBUTIONS SUITED TO FITTING VERY LONG-TAILED DATA

被引:9
|
作者
ONG, SH [1 ]
MUTHALOO, S [1 ]
机构
[1] UNIV MALAYA,DEPT MATH,KUALA LUMPUR 59100,MALAYSIA
关键词
FULL BETA MODEL; CONFLUENT HYPERGEOMETRIC FUNCTION OF THE 2ND KIND; GENERALIZED LOG-SERIES; MIXED POISSON; 3-TERM RECURRENCE; STABILITY IN THE BACKWARD DIRECTION; DISCRIMINATION; COMPUTATION; MAXIMUM LIKELIHOOD; GOODNESS-OF-FIT;
D O I
10.1080/03610919508813285
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper proposes a mixed Poisson distribution which has a very long tail and also examines the full beta model of Kempton (Biometrika, 1975). The proposed distribution has a three-term probability recurrence relation that is stable in the backward direction, which is computationally desirable. The flexibility of the distribution to fit very long-tailed data is examined. The computation of probabilities is discussed and a numerical example is given.
引用
收藏
页码:929 / 945
页数:17
相关论文
共 50 条
  • [1] Efficient fitting of long-tailed data sets into hyperexponential distributions
    Riska, A
    Diev, V
    Smirni, E
    GLOBECOM'02: IEEE GLOBAL TELECOMMUNICATIONS CONFERENCE, VOLS 1-3, CONFERENCE RECORDS: THE WORLD CONVERGES, 2002, : 2513 - 2517
  • [2] DISFIT - A PROGRAM FOR FITTING DISCRETE-DISTRIBUTIONS TO DATA
    HASSELBLAD, V
    AMERICAN STATISTICIAN, 1981, 35 (04): : 260 - 260
  • [3] FITTING BIVARIATE DISCRETE-DISTRIBUTIONS
    DOUGLAS, JB
    INTERNATIONAL STATISTICAL REVIEW, 1995, 63 (01) : 117 - 118
  • [4] EMPIRICAL FITTING OF DISCRETE-DISTRIBUTIONS
    DOUGLAS, JB
    BIOMETRICS, 1994, 50 (02) : 576 - 578
  • [5] Fitting long-tailed distribution to empirical data
    Gil, Joseph
    Monni, Cristina
    CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2017, 29 (24):
  • [6] EMPIRICAL FITTING OF DISCRETE-DISTRIBUTIONS - REPLY
    LEROUX, B
    PUTERMAN, ML
    BIOMETRICS, 1994, 50 (02) : 578 - 579
  • [7] A CLASS OF SMOOTH ESTIMATORS FOR DISCRETE-DISTRIBUTIONS
    WANG, MC
    VANRYZIN, J
    BIOMETRIKA, 1981, 68 (01) : 301 - 309
  • [8] Analysis of factorial experiments for survival data with long-tailed distributions
    Isogai, T
    JOURNAL OF APPLIED STATISTICS, 2000, 27 (01) : 75 - 101
  • [9] CONVOLUTIONS OF LONG-TAILED AND SUBEXPONENTIAL DISTRIBUTIONS
    Foss, Sergey
    Korshunov, Dmitry
    Zachary, Stan
    JOURNAL OF APPLIED PROBABILITY, 2009, 46 (03) : 756 - 767
  • [10] Evidence for long-tailed distributions in the Internet
    Downey, AB
    IMW 2001: PROCEEDINGS OF THE FIRST ACM SIGCOMM INTERNET MEASUREMENT WORKSHOP, 2001, : 229 - 241