Related papers: On the nature of Phase-Type Poisson distributions
In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…
In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…
In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
We extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In…
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function…
Phase-type (PH) distributions are a popular tool for the analysis of univariate risks in numerous actuarial applications. Their multivariate counterparts (MPH$^\ast$), however, have not seen such a proliferation, due to lack of explicit…
In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Although its probability mass function (pmf) is known, what is lacking is a $visual$…
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 some new sub-models such as the bivariate generalized…
We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
This note shows that the matrix forms of several one-parameter distribution families satisfy a hierarchical low-rank structure. Such families of distributions include binomial, Poisson, and $\chi^2$ distributions. The proof is based on a…
Newsroom in online ecosystem is difficult to untangle. With prevalence of social media, interactions between journalists and individuals become visible, but lack of understanding to inner processing of information feedback loop in public…
In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…
In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…