A new discrete distribution involving laguerre polynomials |
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Authors: | John Gurland Evan E. Chen Fabian M. Hernandez |
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Affiliation: | 1. Univ. of Wisconsin , Madison , 53706 , WI;2. Rohm Corporation , Santa Clara , 95050 , CA;3. A.C.Nielsen Company , Mexico 12, D.F.Mexico |
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Abstract: | A discrete distribution in which the probabilities are expressible as Laguerre polynomials is formulated in terms of a probability generating function involving three parameters. The skewness and kurtosis is given for members of the family corresponding to various parameter values. Several estimators of the parameters are proposed, including some based on minimum chi-square. All the estimators are compared on the basis of asymptotic relative efficiency. |
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Keywords: | discrete distribution Laguerre polynomials minimum chi-square estimation |
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