Transmuted geometric distribution with applications in modeling and regression analysis of count data
Chakraborty, Subrata (Dibrugarh University (Índia). Department of Statistics)
Bhati, Deepesh (Central University of Rajasthan (Índia). Department of Statistics)

Fecha: 2016
Resumen: A two-parameter transmuted geometric distribution is proposed as a new generalization of the geometric distribution by employing the quadratic transmutation techniques of Shaw and Buckley. The additional parameter plays the role of controlling the tail length. Distributional properties of the proposed distribution are investigated. Maximum likelihood estimation method is discussed along with some data fitting experiments to show its advantages over some existing distributions in literature. The tail flexibility of density of aggregate loss random variable assuming the proposed distribution as primary distribution is outlined and presented along with a illustrative modelling of aggregate claim of a vehicle insurance data. Finally, we present a count regression model based on the proposed distribution and carry out its comparison with some established models.
Derechos: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Lengua: Anglès.
Documento: article ; recerca ; publishedVersion
Materia: Aggregate claim ; Count regression ; Geometric distribution ; Transmuted distribution
Publicado en: SORT : statistics and operations research transactions, Vol. 40 Núm. 1 (January-June 2016) , p. 153-176 (Articles) , ISSN 1696-2281



24 p, 1.2 MB

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