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

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1995年 / 24卷 / 04期

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

页码：929 / 945

页数：17

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