On a flexible construction of a negative binomial model
Methodology
2019-04-10 v2 Other Statistics
Abstract
This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.
Keywords
Cite
@article{arxiv.1812.07271,
title = {On a flexible construction of a negative binomial model},
author = {Fabrizio Leisen and Ramsés H. Mena and Freddy Palma Mancilla and Luca Rossini},
journal= {arXiv preprint arXiv:1812.07271},
year = {2019}
}
Comments
Forthcoming in "Statistics & Probability Letters"