A COM-Poisson-type generalization of the negative binomial distribution
S. Chakraborty and
S. H. Ong
Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 14, 4117-4135
Abstract:
This paper introduces a generalization of the negative binomial (NB) distribution in analogy with the COM-Poisson distribution. Many well-known distributions are particular and limiting distributions. The proposed distribution belongs to the modified power series, generalized hypergeometric and exponential families, and also arises as weighted NB and COM-Poisson distributions. Probability and moment recurrence formulae, and probabilistic and reliability properties have been derived. With the flexibility to model under-, equi- and over-dispersion, and its various interesting properties, this NB generalization will be a useful model for count data. An application to empirical modeling is illustrated with a real data set.
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:14:p:4117-4135
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DOI: 10.1080/03610926.2014.917184
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