A generalization of the log-series distribution |
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Authors: | Ram C. Tripathi Ramesh C. Gupta |
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Affiliation: | 1. University of Texas , San Antonio, Texas, 78285;2. University of Maine at Orno , Orono, Maine, 04469 |
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Abstract: | A new generalized logarithmic series distribution (GLSD) with two parameters is proposed.The proposed model is flexible enough to describe short-tailed as well as long-tailed data.Some recurence relations for its probabilities and the factorial moments are presente.These recurrence relations are utilized to obtain the minimum chi-square estimators for the parmaters.Maximum likelihood estimators and some other estimators based on first few moments and probabilities are also suggested.Asymptotic relative efficiency of some of these estimators is also obtained and compared.Two test statistics based on the minimum chi-square estimators fo testing some hypotheses regarding the GLSD are proposed.The fit of the model and the application of the test statistics are exemplified by some data sets.Finally, a graphical method is suggested for differentiating between the ordinary logarithmic series distribution and the GLSD. |
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Keywords: | asymptotic relative efficiency estimation generalized log-series distribution maximum likilhood minimum chi-square test of fit test of hypothesis |
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