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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: Ong, S.H., Shimizu, K., Ng, C.M.
Format: Article
Published: Elsevier 2008
Subjects:
QA75 Electronic computers. Computer science
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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id my.um.eprints.2311
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spelling 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
url_provider 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 13.211869

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