The Poisson-conjugate Lindley mixture distribution |
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Authors: | E Gómez-Déniz E Calderín-Ojeda |
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Institution: | 1. Department of Quantitative Methods in Economics and TiDES Institute, University of Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, Spainegomez@dmc.ulpgc.es;3. Centre for Actuarial Studies, Department of Economics, The University of Melbourne, Melbourne, Australia |
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Abstract: | ABSTRACTA new discrete distribution that depends on two parameters is introduced in this article. From this new distribution the geometric distribution is obtained as a special case. After analyzing some of its properties such as moments and unimodality, recurrences for the probability mass function and differential equations for its probability generating function are derived. In addition to this, parameters are estimated by maximum likelihood estimation numerically maximizing the log-likelihood function. Expected frequencies are calculated for different sets of data to prove the versatility of this discrete model. |
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Keywords: | Geometric distribution Mixture Natural exponential family EM algorithm |
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