The Touchard distribution
Raul Matsushita,
Donald Pianto,
Bernardo B. De Andrade,
Andre Cançado and
Sergio Da Silva
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 8, 2049-2059
Abstract:
We present a novel model, which is a two-parameter extension of the Poisson distribution. Its normalizing constant is related to the Touchard polynomials, hence the name of this model. It is a flexible distribution that can account for both under- or overdispersion and concentration of zeros that are frequently found in non-Poisson count data. In contrast to some other generalizations, the Hessian matrix for maximum likelihood estimation of the Touchard parameters has a simple form. We exemplify with three data sets, showing that our suggested model is a competitive candidate for fitting non-Poisson counts.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:8:p:2049-2059
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DOI: 10.1080/03610926.2018.1444177
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