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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主要な著者: | Ong, S.H., Shimizu, K., Ng, C.M. |
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フォーマット: | 論文 |
出版事項: |
Elsevier
2008
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オンライン・アクセス: | 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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