Showing 41 - 50 of 130
A new approach to limited-dependent variable count data or other model types is considered. Instead of adopting maximum likelihood estimation based on a full distributional assumption or smoothing techniques and semiparametric estimation, the novel idea is to use an approximation to the...
Persistent link: https://www.econbiz.de/10005651948
The paper presents new characterizations of the integer-valued moving average model. For four model variants we give moments and probability generating functions. Yule-Walker and conditional least squares estimators are obtained and studied by Monte Carlo simulation. A new generalized method of...
Persistent link: https://www.econbiz.de/10005652035
In this paper we develop a bivariate version of the confluent hypergeometric series distribution through its probability generating function and study some of its properties by deriving its probability mass function, factorial moments, probability generating functions of its marginal and...
Persistent link: https://www.econbiz.de/10010736070
In this note we are concerned with the inflated-parameter binomial distribution, which is a generalization of the classical binomial distribution. We show that there exists exactly one renewal process such that the number of renewals has an inflated-parameter binomial distribution.
Persistent link: https://www.econbiz.de/10010678726
In this paper, recursive equations for waiting time distributions of r-th occurrence of a compound pattern are studied via the finite Markov chain imbedding technique under overlapping and non-overlapping counting schemes in sequences of independent and identically distributed (i.i.d.) or Markov...
Persistent link: https://www.econbiz.de/10010680702
Persistent link: https://www.econbiz.de/10008925547
Here we develop an order k version of the zero-inflated logarithmic series distribution of Kumar and Riyaz [Staistica (accepted for publication), <CitationRef CitationID="CR10">2013b</CitationRef>] through its probability generating function, and derive an expression for its probability mass function. Certain recurrence relation for its...</citationref>
Persistent link: https://www.econbiz.de/10011151941
Let L0 consider an initial Lorenz curve. In this paper we propose a general methodology for obtaining new classes of parametric Lorenz or Leimkuhler curves that contain the original curve as limiting or special case. The new classes introduce additional parameters in the original family,...
Persistent link: https://www.econbiz.de/10011039364
A new general method for generating discrete random variables is presented. The method is based on reducing the problem of generating a discrete random variable with an extremely large range to that of generating a random variable with a small range consisting of a few possible values...
Persistent link: https://www.econbiz.de/10011039777
Consider an infinite sequence of Bernoulli trials {Xi|i=1,2,…}. Let W(k) denote the waiting time, the number of trials needed, to get either consecutive k ones or k zeros for the first time. The probability distribution of W(k) is derived for both independent and homogeneous two-state...
Persistent link: https://www.econbiz.de/10011040050