Abstract
We generalise the Poisson-inverse Gaussian distribution to a three-parameter family, which includes the Poisson and discrete stable distributions as boundary cases. It is flexible in modelling count data sets with different tail heaviness. Although the family only has a closed-form probability generating function, a recursive method is developed for statistical inferences based on the likelihood. As an example, this new family is applied to data sets of citation counts of published articles.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.