Extended truncated Tweedie-Poisson model
Valero, Jordi
Ginebra, Josep
Pérez Cassany, Marta
Universitat Autònoma de Barcelona. Centre de Recerca Matemàtica

Imprint: Centre de Recerca Matemàtica 2010
Description: 25 p.
Abstract: It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m. l. e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.
Rights: Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el centre i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús Creative Commons
Language: Anglès.
Series: Prepublicacions del Centre de Recerca Matemàtica
Series: Prepublicacions del Centre de Recerca Matemàtica ; 965
Document: article ; submittedVersion
Subject: Dispersió (Matemàtica) ; Poisson, Distribució de

Adreça alternativa: https://hdl.handle.net/2072/115256


25 p, 1.2 MB

The record appears in these collections:
Research literature > Preprints

 Record created 2011-03-24, last modified 2019-07-20



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