Domain of existence of the Laplace transform of negative multinomial distributions and simulations

Philippe Bernardoff

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: This article provides the domain of existence of the Laplace transform of infinitely divisible negative multinomial distributions, defined by their probability generating functions. It makes it possible to construct all of these distributions. We give examples in dimensions 2 and 3. We give a construction and a simulation of negative multinomial distributions in dimension 2.

Keywords: Discrete natural exponential family; Multivariate gamma distribution; Probability generating function (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109709

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