Search Results - subject:"negative binomial"

Some geometric mixed integer-valued autoregressive (INAR) models

Nastić, Aleksandar S.; Ristić, Miroslav M. - In: Statistics & Probability Letters 82 (2012) 4, pp. 805-811

distributions, denoted by MGINAR(1) and MGINAR(2), using a mixture of the well-known binomial and the negative binomial thinning …

Persistent link: https://www.econbiz.de/10011040161

On exceedances of high levels

Novak, S.Y.; Xia, A. - In: Stochastic Processes and their Applications 122 (2012) 2, pp. 582-599

derive also a new bound to the accuracy of negative Binomial approximation to the distribution of the number of exceedances. …

Persistent link: https://www.econbiz.de/10010574712

Estimating frequencies of frequencies in finite populations

Skinner, C.J.; Shlomo, N. - In: Statistics & Probability Letters 82 (2012) 12, pp. 2206-2212

Given a sample from a finite population partitioned into classes, we consider estimating the distribution of the class frequencies. We propose first to estimate certain moments of this distribution, assuming Poisson sampling with unequal inclusion probabilities, and then to adapt these estimates...

Persistent link: https://www.econbiz.de/10010580425

New statistical distributions for group counting in Bernoulli and Poisson processes

Cao, Min; Tai, Allen; Chan, Ling-Yau - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10010994272

Characterizations of multivariate geometric distributions in terms of conditional distributions

Sreehari, M.; Vasudeva, R. - In: Metrika 75 (2012) 2, pp. 271-286

Persistent link: https://www.econbiz.de/10010539339

Some recursive formulas related to inverse moments of the random variables with binomial-type distributions

Zhao, Feng-Zhen - In: Statistics & Probability Letters 82 (2012) 7, pp. 1290-1296

recursive formulas related to the inverse moments of the random variables with binomial and negative binomial distributions …. Then we investigate the inverse moments of the random variables with maximum negative binomial distributions by using the … recursive formula related to the negative binomial distribution. We further obtain some similar results for the generalized …

Persistent link: https://www.econbiz.de/10010571809

The time to ruin and the number of claims until ruin for phase-type claims

Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos - In: Insurance: Mathematics and Economics 51 (2012) 1, pp. 19-25

We consider a renewal risk model with phase-type claims, and obtain an explicit expression for the joint transform of the time to ruin and the number of claims until ruin, with a penalty function applied to the deficit at ruin. The approach is via the duality between a risk model with phase-type...

Persistent link: https://www.econbiz.de/10010572720

Zero-inflated count regression models with applications to some examples

Lawal, Bayo - In: Quality & Quantity: International Journal of Methodology 46 (2012) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10009396902

Zero-modified discrete distributions for operational risk modelling

Mouatassim, Younes - In: Journal of Risk Finance 13 (2012), pp. 476-490

negative binomial and its related zero-modified distributions, in their turn, offer a good prediction of count events. To …-modified Poisson distributions, basic negative binomial and its related zero-modified distributions are equivalent. This conclusion is …

Persistent link: https://www.econbiz.de/10010720095

Determinants of civil conflict in Colombia : how robust are they?

Rodríguez, Mauricio A.; Daza, Nancy A. - In: Defence and peace economics 23 (2012) 2, pp. 109-131

Persistent link: https://www.econbiz.de/10010219829