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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Elsevier
2008
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my.um.eprints.23112011-12-12T02:12:06Z http://eprints.um.edu.my/2311/ A class of discrete distributions arising from difference of two random variables Ong, S.H. Shimizu, K. Ng, C.M. QA75 Electronic computers. Computer science 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 ratio, score and Wald tests have been considered. As an illustration, an application to paired count data is given Elsevier 2008 Article PeerReviewed Ong, S.H. and Shimizu, K. and Ng, C.M. (2008) A class of discrete distributions arising from difference of two random variables. Computational Statistics & Data Analysis, 52 (3). pp. 1490-1499. ISSN 0167-9473 http://apps.webofknowledge.com/full_record.do?product=UA&search_mode=Refine&qid=2&SID=P2GFILFnN4KhbKEeDh@&page=21&doc=204&cacheurlFromRightClick=no |
| institution |
Universiti Malaya |
| building |
UM Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Malaya |
| content_source |
UM Research Repository |
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http://eprints.um.edu.my/ |
| topic |
QA75 Electronic computers. Computer science |
| spellingShingle |
QA75 Electronic computers. Computer science Ong, S.H. Shimizu, K. Ng, C.M. A class of discrete distributions arising from difference of two random variables |
| description |
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 ratio, score and Wald tests have been considered. As an illustration, an application to paired count data is given |
| format |
Article |
| author |
Ong, S.H. Shimizu, K. Ng, C.M. |
| author_facet |
Ong, S.H. Shimizu, K. Ng, C.M. |
| author_sort |
Ong, S.H. |
| title |
A class of discrete distributions arising from difference of two random variables |
| title_short |
A class of discrete distributions arising from difference of two random variables |
| title_full |
A class of discrete distributions arising from difference of two random variables |
| title_fullStr |
A class of discrete distributions arising from difference of two random variables |
| title_full_unstemmed |
A class of discrete distributions arising from difference of two random variables |
| title_sort |
class of discrete distributions arising from difference of two random variables |
| publisher |
Elsevier |
| publishDate |
2008 |
| url |
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 |
| _version_ |
1643686897646567424 |
| score |
13.250246 |