EconPapers    
Economics at your fingertips  
 

SOME PROPERTIES OF THE POSITIVE HYPER-POISSON DISTRIBUTION AND ITS APPLICATIONS

C. Satheesh Kumar () and Emil Ninan Abraham
Additional contact information
C. Satheesh Kumar: University of Kerala
Emil Ninan Abraham: Bishop Moore College

Statistica, 2020, vol. 80, issue 1, 41-53

Abstract: In this paper we consider a zero-truncated form of the hyper-poisson distribution and investigate some of its crucial properties through deriving its probability generating function, cumulative distribution function, expressions for factorial moments, mean, variance and recurrence relations for probabilities, raw moments and factorial moments. Further, the estimation of the parameters of the distribution is discussed. The distribution has been fitted to certain real life data sets to test its goodness of fit. The likelihood ratio test procedure is adopted for checking the significance of the parameters and a simulation study is performed for assessing the efficiency of the maximum likelihood estimators.

Keywords: Confluent hypergeometric function; Mixed moment estimation; aximum likelihood estimation; Stirling numbers of the second kind; GLRT; Simulation (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:80:y:2020:i:1:p:41-53

Access Statistics for this article

Statistica is currently edited by Department of Statistics, University of Bologna

More articles in Statistica from Department of Statistics, University of Bologna Contact information at EDIRC.
Bibliographic data for series maintained by Giovanna Galatà ().

 
Page updated 2025-03-19
Handle: RePEc:bot:rivsta:v:80:y:2020:i:1:p:41-53