Em Algorithm for Mixed Poisson and Other Discrete Distributions By
نویسنده
چکیده
Mixed Poisson distributions are widely used in various disciplines including actuarial applications. The family of mixed Poisson distributions contains several members according to the choice of the mixing distribution for the parameter of the Poisson distribution. Very few of them have been studied in depth, mainly because of algebraic intractability. In this paper we will describe an EM type algorithm for maximum likelihood estimation for mixed Poisson distributions. The main achievement is that it reduces the problem of estimation to one of estimation of the mixing distribution which is usually easier. Variants of the algorithm work even when the probability function of the mixed distribution is not known explicitly but we have only an approximation of it. Other discrete distributions are treated as well.
منابع مشابه
Factors Affecting Hospital Length of Stay Using Mixed Poisson Regression Models
Background and purpose: Modeling of Hospital Length of Stay (LOS) is of great importance in healthcare systems, but there is paucity of information on this issue in Iran. The aim of this study was to identify the optimal model among different mixed poisson distributions in modeling the LOS and effective factors. Materials and methods: In this cross-sectional study, we studied 1256 records, inc...
متن کاملEIGENVECTORS OF COVARIANCE MATRIX FOR OPTIMAL DESIGN OF STEEL FRAMES
In this paper, the discrete method of eigenvectors of covariance matrix has been used to weight minimization of steel frame structures. Eigenvectors of Covariance Matrix (ECM) algorithm is a robust and iterative method for solving optimization problems and is inspired by the CMA-ES method. Both of these methods use covariance matrix in the optimization process, but the covariance matrix calcula...
متن کاملOn Bivariate Generalized Exponential-Power Series Class of Distributions
In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains the bivariate generalized exponential-Poisson, bivariate generalized exponential-logarithmic, bivariate generalized exponential-binomial and bivariate generalized exponential-negative binomial distributions as specia...
متن کاملA continuous approximation fitting to the discrete distributions using ODE
The probability density functions fitting to the discrete probability functions has always been needed, and very important. This paper is fitting the continuous curves which are probability density functions to the binomial probability functions, negative binomial geometrics, poisson and hypergeometric. The main key in these fittings is the use of the derivative concept and common differential ...
متن کاملEM Algorithms for nonparametric estimation of mixing distributions
This paper describes and implements three computationally attractive procedures for nonparametric estimation of mixing distributions in discrete choice models. The procedures are specific types of the well known EM (Expectation-Maximization) algorithm based on three different ways of approximating the mixing distribution nonparametrically: (1) a discrete distribution with mass points and freque...
متن کامل