Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution

被引：6

作者：

Nadarajah, Saralees ^{[1
]}

Popovic, Bozidar V. ^{[2
]}

Ristic, Miroslav M. ^{[3
]}

机构：

[1] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

[2] Stat Off Montenegro, Podgorica, Montenegro

[3] Univ Nis, Fac Sci & Math, Dept Math & Informat, Nish, Serbia

来源：

COMPUTATIONAL STATISTICS | 2013年 / 28卷 / 03期

关键词：

Compounding; Compounding by a discrete distribution; Zero truncated distributions; MARSHALL; FAMILY;

D O I：

10.1007/s00180-012-0336-y

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：

In this manuscript we introduce R package Compounding for dealing with continuous distributions obtained by compounding continuous distributions with discrete distributions. We demonstrate its use by computing values of cumulative distribution function, probability density function, quantile function and hazard rate function, generating random samples from a population with compounding distribution, and computing mean, variance, skewness and kurtosis of a random variable with a compounding distribution. We consider 24 discrete distributions which can be compounded with any continuous distribution implemented in R.

引用

页码：977 / 992

页数：16

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