Generalized Sichel Distribution and Associated Inference

被引:5
|
作者
Yeh Ching Low
Seng Huat Ong
Ramesh C. Gupta
机构
[1] University of Malaya,Institute of Mathematical Sciences
[2] Sunway University,Department of Computing and Information Systems
[3] UCSI University,Faculty of Business and Information Science
[4] University of Maine,Department of Mathematics and Statistics
来源
Journal of Statistical Theory and Applications | 2017年 / 16卷 / 3期
关键词
Poisson distribution; extended generalized inverse Gaussian distribution; overdispersion; zero-inflation; long-tailed distributions;
D O I
10.2991/jsta.2017.16.3.4
中图分类号
学科分类号
摘要
In this paper, we propose a generalized form of Sichel distribution which is obtained by mixing the Poisson distribution with the extended generalized inverse Gaussian distribution. This distribution models over dispersed, zero-inflated and heavy-tailed count data sets. These characteristics are examined with respect to the dispersion, zero-inflation and the third central moment inflation indices. Examples are provided to compare the extension with several other existing models including the Poisson-inverse Gaussian and the Sichel distributions.
引用
收藏
页码:322 / 336
页数:14
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