Volume 16, Issue 3, September 2017, Pages 322 - 336
Generalized Sichel Distribution and Associated Inference
Authors
Yeh Ching Low, Seng Huat Ong, Ramesh C. Gupta
Corresponding Author
Yeh Ching Low
Received 16 January 2016, Accepted 7 December 2016, Available Online 1 September 2017.
- DOI
- 10.2991/jsta.2017.16.3.4How to use a DOI?
- Keywords
- Poisson distribution; extended generalized inverse Gaussian distribution; overdispersion; zero-inflation; long-tailed distributions.
- Abstract
In this paper, we propose a generalized form of Sichel distribution which is obtained by mixing the Poisson distribution with the extended generalized inverse Gaussian distribution. This distribution models over dispersed, zero-inflated and heavy-tailed count data sets. These characteristics are examined with respect to the dispersion, zero-inflation and the third central moment inflation indices. Examples are provided to compare the extension with several other existing models including the Poisson-inverse Gaussian and the Sichel distributions.
- Copyright
- © 2017, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - JOUR AU - Yeh Ching Low AU - Seng Huat Ong AU - Ramesh C. Gupta PY - 2017 DA - 2017/09/01 TI - Generalized Sichel Distribution and Associated Inference JO - Journal of Statistical Theory and Applications SP - 322 EP - 336 VL - 16 IS - 3 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2017.16.3.4 DO - 10.2991/jsta.2017.16.3.4 ID - Low2017 ER -