Some Properties of the Generalized Stuttering Poisson Distribution and Its Applications

نویسنده

  • DIAO Yu
چکیده

Based on the probability generating function of stuttering Poisson distribution (SPD), this paper considers some equivalent propositions of SPD. From this, we show that some distributions in the application of non-life insurance actuarial science are SPD, such as negative binomial distribution, compound Poisson distribution etc.. By weakening condition of equivalent propositions of SPD, we define the generalized SPD and prove that any non-negative discrete random variable X with P{X = 0} > 0.5 obey generalized SPD. Then, we discuss the waiting time distribution of generalized stuttering Poisson process. We consider cumulant estimation of generalized SPD’s parameters. As an application, we use SPD with four parameters (4th SPD) to fit auto insurance claim data. The fitting results show that 4th SPD is more accurate than negative binomial and Poisson distribution.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bayesian paradigm for analysing count data in longitudina studies using Poisson-generalized log-gamma model

In analyzing longitudinal data with counted responses, normal distribution is usually used for distribution of the random efffects. However, in some applications random effects may not be normally distributed. Misspecification of this distribution may cause reduction of efficiency of estimators. In this paper, a generalized log-gamma distribution is used for the random effects which includes th...

متن کامل

The Exponentiated Poisson-Lindley Distribution; Features and Applications in Reliability

Abstract. In this paper a new three-parameter lifetime distribution named “the Exponentialed Lindley-Poisson (E-LP) distribution” has been suggested that it has an  increasing, decreasing and invers bathtube hazard rate depending on the parameter values. The (E-LP) distribution has applications in economics, actuarial modeling, reliability modeling, lifetime and queuing problems and biological ...

متن کامل

An Extended Generalized Lindley Distribution and Its Applications to Lifetime Data

In this paper, a four parameters extension of the generalized Lindley distribution is introduced. The new distribution includes the power Lindley, Lindley, generalized (Stacy) gamma, gamma, Weibull, Rayleigh, exponential and half-normal distribution. Several statistical properties of the distribution are explored. Then, a bivariate version of the proposed distribution is derived. Using a simula...

متن کامل

A NEW FOUR-PARAMETER DISTRIBUTION: PROPERTIES AND APPLICATIONS

In this paper a new four-parameter lifetime distribution named “the Exponentiated gompertz-poisson (E-GP) distribution” has been suggested that it has a decreasing, increasing, bathtub-shaped and inverse bathtub-shape for modeling lifetime data. The Exponentiated gompertz-poisson has applications in economics, actuarial modelling,reliability modeling, lifetime and queuing problems and biologica...

متن کامل

Generalized half-normal distribution: Model and properties

In this article new generalization of half-normal distribution as the half generalized normal distribution is introduced.‎ This distribution, contains the half-normal distribution as special case. ‎We provide mathematical properties of this distribution. We also derive the pdf, cdf, -th moment, the asymmetry and kurtosis coefficients and the moment generating function. We discuss some inferenti...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2012