A COM-Poisson-type generalization of the negative binomial distribution

被引:12
|
作者
Chakraborty, S. [1 ,2 ]
Ong, S. H. [2 ]
机构
[1] Dibrugarh Univ, Dept Stat, Dibrugarh 786004, Assam, India
[2] Univ Malaya, Inst Math Sci, Kuala Lumpur, Malaysia
关键词
COM-Poisson; Empirical modeling; Equi- and over-dispersion; Exponential families; Generalized hypergeometric; Increasing failure rate; Index of dispersion; Log-concavity; Modified power series; Reliability; Stochastic ordering; Under; Unimodality; Weighted distribution; 62E15; 62F03; 62N05; POWER-SERIES DISTRIBUTION; CHARLIER SERIES; DISCRETE-DATA;
D O I
10.1080/03610926.2014.917184
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 introduces a generalization of the negative binomial (NB) distribution in analogy with the COM-Poisson distribution. Many well-known distributions are particular and limiting distributions. The proposed distribution belongs to the modified power series, generalized hypergeometric and exponential families, and also arises as weighted NB and COM-Poisson distributions. Probability and moment recurrence formulae, and probabilistic and reliability properties have been derived. With the flexibility to model under-, equi- and over-dispersion, and its various interesting properties, this NB generalization will be a useful model for count data. An application to empirical modeling is illustrated with a real data set.
引用
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页码:4117 / 4135
页数:19
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