The non-central negative binomial distribution: Further properties and applications
Seng-Huat Ong,
Kian-Kok Toh and
Yeh-Ching Low
Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 2, 329-344
Abstract:
The non-central negative binomial distribution is both a mixed and compound Poisson distribution with applications in photon and neural counting, statistical optics, astronomy and a stochastic reversible counter system. In this paper various important probabilistic properties of the non-central negative binomial distribution in practical applications like log-concavity, discrete self-decomposability, unimodality, asymptotic behavior and tail length of the probability distribution have been derived. The construction as a mixed Poisson process by specifying a joint distribution for the inter-arrival times and its application is illustrated by a fit to real life data set.
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:50:y:2021:i:2:p:329-344
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DOI: 10.1080/03610926.2019.1634817
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