Ong, S. H. and Shimizu, K. and 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, DOI https://doi.org/10.1016/j.csda.2007.04.009.
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Official URL: https://doi.org/10.1016/j.csda.2007.04.009
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 |
|---|---|
| Funders: | UNSPECIFIED |
| 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 Science > Institute of Mathematical Sciences |
| Depositing User: | Mr. Faizal Hamzah |
| Date Deposited: | 12 Dec 2011 02:12 |
| Last Modified: | 07 Apr 2025 02:40 |
| URI: | http://eprints.um.edu.my/id/eprint/2311 |
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