A note on the mixed Poisson formulation of the Poisson-inverse Gaussian distribution

被引：4

作者：

Ong, SH ^{[1
]}

机构：

[1] Univ Malaya, Dept Math, Kuala Lumpur 50603, Malaysia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1998年 / 27卷 / 01期

关键词：

mixed Poisson distribution; inverted gamma; weighted distribution; Taylor expansion; limiting case; asymptotic behaviour;

D O I：

10.1080/03610919808813465

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：

The Poisson-inverse Gaussian distribution is expressed in terms of a mixed Poisson distribution with the inverted gamma as mixing distribution. A simple approximation by Taylor expansion is derived for the Poisson-inverse Gaussian probabilities from this mixing expression. Based on this expansion, the asymptotic behaviour is considered. Shaban's approximation (Communications in Statistics, A, 1981, pp. 1389-1399) of the Poisson-inverse Gaussian probability by its limiting case is examined, and it is shown that this approximation can be improved by using the inverted gamma mixing formulation.

引用

页码：67 / 78

页数：12