A FAMILY OF DISCRETE-DISTRIBUTIONS

被引：11
作者：
AMBAGASPITIYA, RS
机构：
[1] Department of Mathematics and Statistics, University of Calgary, Calgary
来源：
INSURANCE MATHEMATICS & ECONOMICS | 1995年 / 16卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
GENERALIZED POISSON DISTRIBUTION; GENERALIZED NEGATIVE BINOMIAL DISTRIBUTION; LAGRANGIAN KATZ FAMILY; WEIGHTED DISTRIBUTIONS;
D O I：
10.1016/0167-6687(94)00042-D
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Ambagaspitiya and Balakrishnan (1994a) used the identity ]GRAPHICS[ with p0(a, b) = exp(- a) to obtain a recursive formula for computing the distribution function of the compound generalized Poisson distribution. In this paper, we consider the discrete distribution family with the property ]GRAPHICS[ which is a generalization of the first identity. We prove that weighted generalized Poisson distributions and weighted generalized negative binomial distributions with weights of the form w(a + bn; b) are two subclasses in the family. We provide a recursive formula for computation of respective compound distributions. Also we discuss the stability of the recursion as well as handling overflow/underflow problems.
引用
收藏
页码：107 / 127
页数：21
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