Ong, S.H.; Shimizu, K.; Ng, C.M. (2008) A class of discrete distributions arising from difference of two random variables. Computational Statistics & Data Analysis, 52 (3). pp. 1490-1499. ISSN 0167-9473
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Abstract
This paper considers a class of distributions arising from the difference of two discrete random variables belonging to the Panjer family of distributions. Some distributional properties and computation of probabilities are discussed. Goodness of fit and tests of hypotheses involving the likelihood ratio, score and Wald tests have been considered. As an illustration, an application to paired count data is given
| Item Type: | Article |
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| Creators: |
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| Journal or Publication Title: | Computational Statistics & Data Analysis |
| Additional Information: | Univ Malaya, Inst Math Sci, Kuala Lumpur 50603, Malaysia |
| Uncontrolled Keywords: | Computer Science; Mathematics |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Faculty of Engineering > School of Mathematics |
| Depositing User: | Mr. Faizal Hamzah |
| Date Deposited: | 12 Dec 2011 10:12 |
| Last Modified: | 12 Dec 2011 10:12 |
| URI: | http://eprints.um.edu.my/id/eprint/2311 |
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