A class of discrete distributions arising from difference of two random variables
This paper considers a class of distributions arising from the difference of two discrete random variables belonging to the Panjer family of distributions. Some distributional properties and computation of probabilities are discussed. Goodness of fit and tests of hypotheses involving the likelihood...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Elsevier
2008
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/2311/ http://apps.webofknowledge.com/full_record.do?product=UA&search_mode=Refine&qid=2&SID=P2GFILFnN4KhbKEeDh@&page=21&doc=204&cacheurlFromRightClick=no |
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