相关论文: Mixed Poisson families with real-valued mixing dis…
Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…
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…
Stable distributions are of fundamental importance in probability theory, yet their absolute continuity makes them unsuitable for modeling count data. A discrete analog of strict stability has been previously proposed by replacing scaling…
Heavy-tailed random variables have been used in insurance research to model both loss frequencies and loss severities, with substantially more emphasis on the latter. In the present work, we take a step toward addressing this imbalance by…
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 note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…
The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…
An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…
The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…
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…
The Zipf distribution is a probability distribution widely used by scientists from various disciplines due to its ubiquity. Some of these areas include linguistics, physics, genetics, and sociology, among others. In this paper, it is proved…
Count data are omnipresent in many applied fields, often with overdispersion due to an excess of zeroes or extreme values. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on the…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family,…
A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…
In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…