| Title:
|
On the compound Poisson-gamma distribution (English) |
| Author:
|
Withers, Christopher |
| Author:
|
Nadarajah, Saralees |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
47 |
| Issue:
|
1 |
| Year:
|
2011 |
| Pages:
|
15-37 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown. (English) |
| Keyword:
|
compound Poisson-gamma |
| Keyword:
|
estimation |
| Keyword:
|
expansions |
| Keyword:
|
moments |
| MSC:
|
62E15 |
| MSC:
|
62E17 |
| MSC:
|
62E20 |
| idZBL:
|
Zbl 1209.62013 |
| idMR:
|
MR2807861 |
| . |
| Date available:
|
2011-04-12T13:00:38Z |
| Last updated:
|
2013-09-22 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141475 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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