Modeling overdispersion with the normalized tempered stable distribution

M. Kolossiatis, Jim Griffin and Mark Steel

Computational Statistics & Data Analysis, 2011, vol. 55, issue 7, 2288-2301

Abstract: A multivariate distribution which generalizes the Dirichlet distribution is introduced and its use for modeling overdispersion in count data is discussed. The distribution is constructed by normalizing a vector of independent tempered stable random variables. General formulae for all moments and cross-moments of the distribution are derived and they are found to have similar forms to those for the Dirichlet distribution. The univariate version of the distribution can be used as a mixing distribution for the success probability of a binomial distribution to define an alternative to the well-studied beta-binomial distribution. Examples of fitting this model to simulated and real data are presented.

Keywords: Distribution; on; the; unit; simplex; Mouse; fetal; mortality; Mixed; binomial; Normalized; random; measure; Overdispersion (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:55:y:2011:i:7:p:2288-2301

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