Search Results - subject:"negative binomial distributions"

Integer-valued GARCH processes for Apple technology analysis

Kim, Jong-Min; Jun, Sunghae - In: Industrial Management & Data Systems 117 (2017) 10, pp. 2381-2399

binomial distributions. Using the proposed models, the authors forecast the future trends of target keywords of Apple in order …, the authors used integer-valued generalized autoregressive conditional heteroskedasticity model with Poisson and negative …

Persistent link: https://www.econbiz.de/10014825375

Analysis of IBNR claims in renewal insurance models

Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650

Persistent link: https://www.econbiz.de/10011848487

Invariant expectation values in the sampling of discrete frequency distributions

Rossi, Paolo - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 177-186

The general relationship between an arbitrary frequency distribution and the expected value of the frequency distributions of its samples is discussed. A wide set of measurable quantities (“invariant moments”) whose expected value does not in general depend on the size of the sample is...

Persistent link: https://www.econbiz.de/10011063709

On the convolution of the negative binomial random variables

Furman, Edward - In: Statistics & Probability Letters 77 (2007) 2, pp. 169-172

In this note we are concerned with the sums S=Y1+Y2+...+Yn, where every constituent follows the negative binomial distribution with arbitrary parameters. We derive the exact probability mass function and the cumulative probability function of S. We also show that one can relate to the...

Persistent link: https://www.econbiz.de/10005319795

Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains

Koutras, M. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 123-139

Persistent link: https://www.econbiz.de/10005395682