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.