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Conway-Maxwell-Poisson (CMP) distributions are flexible generalizations of the Poisson distribution for modelling overdispersed or underdispersed counts. The main hindrance to their wider use in practice seems to be the inability to…

Methodology · Statistics 2017-02-15 Alan Huang

The Conway-Maxwell-Poisson (CMP) distribution is a natural two-parameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some…

Probability · Mathematics 2017-03-17 Fraser Daly , Robert E. Gaunt

The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…

Statistics Theory · Mathematics 2019-04-05 Robert E. Gaunt , Satish Iyengar , Adri B. Olde Daalhuis , Burcin Simsek

An essential character for a distribution to play a central role in the limit theory is infinite divisibility. In this note, we prove that the Conway-Maxwell-Poisson (CMP) distribution is infinitely divisible iff it is the Poisson or…

Probability · Mathematics 2023-02-27 Xi Geng , Aihua Xia

Bimodal truncated count distributions are frequently observed in aggregate survey data and in user ratings when respondents are mixed in their opinion. They also arise in censored count data, where the highest category might create an…

Methodology · Statistics 2014-01-24 Pragya Sur , Galit Shmueli , Smarajit Bose , Paromita Dubey

This paper proposes a generalized binomial distribution with four parameters, which is derived from the finite capacity queueing system with state-dependent service and arrival rates. This distribution is also generated from the conditional…

Statistics Theory · Mathematics 2016-10-18 Imoto Tomoaki , Ng Choung Min , Ong Seng Huat , Subrata Chakraborty

We propose a flexible model for count time series which has potential uses for both underdispersed and overdispersed data. The model is based on the Conway-Maxwell-Poisson (COM-Poisson) distribution with parameters varying along time to…

Computation · Statistics 2019-01-23 Ricardo S Ehlers

A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and…

Statistics Theory · Mathematics 2015-09-02 Subrata Chakraborty , Tomoaki Imoto

In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…

This paper presents a novel approach to stochastic mortality modelling by using the Conway--Maxwell--Poisson (CMP) distribution to model death counts. Unlike standard Poisson or negative binomial distributions, the CMP is a more adaptable…

Methodology · Statistics 2026-01-06 Jackie Siaw Tze Wong , Emiliano A. Valdez

Bayesian models that can handle both over and under dispersed counts are rare in the literature, perhaps because full probability distributions for dispersed counts are rather difficult to construct. This note takes a first look at Bayesian…

Methodology · Statistics 2020-10-08 Alan Huang , Andy Sang Il Kim

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…

Statistics Theory · Mathematics 2022-09-07 Barry C. Arnold , B. G. Manjunath

It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encountered involving Poisson marginals and conditionals.…

Methodology · Statistics 2020-09-04 Barry C. Arnold , B. G. Manjunath

We introduce a nonasymptotic framework for sub-Poisson distributions with moment generating function dominated by that of a Poisson distribution. At its core is a new notion of optimal sub-Poisson variance proxy, analogous to the variance…

Probability · Mathematics 2025-08-19 Lasse Leskelä , Ian Välimaa

Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…

Computation · Statistics 2020-07-13 Alan Benson , Nial Friel

In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…

Methodology · Statistics 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive…

Applications · Statistics 2010-11-10 Kimberly F. Sellers , Galit Shmueli

Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…

Probability · Mathematics 2019-12-30 Bhaswar B. Bhattacharya , Somabha Mukherjee , Sumit Mukherjee

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker
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