A generalized Erlang distribution showing overdispersion

Alberto Luceño

Statistics & Probability Letters, 1996, vol. 28, issue 4, 375-386

Abstract: This article is directed toward situations where individuals can experience repeated events during an interval of time. A common difficulty when using Poisson and Erlang models is that the estimates of the variance based on the mean/variance structures of the models are often untrustworthy due to overdispersion. In this article a generalized Erlang distribution is described, which introduces parameters that control the variance independently of the mean and generate different degrees of overdispersion.

Keywords: Compound; model; Exponential; distribution; Extra-Poisson; variation; Poisson; process; Waiting; time (search for similar items in EconPapers)
Date: 1996
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