On a flexible construction of a negative binomial model

Fabrizio Leisen, Ramsés H. Mena, Freddy Palma, Luca Rossini

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.

Original languageEnglish
Pages (from-to)1-8
Number of pages8
JournalStatistics and Probability Letters
Volume152
DOIs
Publication statusPublished - Sep 2019

Fingerprint

Negative Binomial Model
Closed-form
Birth and Death Process
Negative Binomial
Binomial distribution
Marginal Distribution
Transition Probability
Markov Model
Linking
Negative binomial
Binomial model
Class
Markov model
Transition probability

Keywords

  • Birth and death process
  • Integer-valued time series model
  • Negative-binomial distribution
  • Stationary model

Cite this

Leisen, Fabrizio ; Mena, Ramsés H. ; Palma, Freddy ; Rossini, Luca. / On a flexible construction of a negative binomial model. In: Statistics and Probability Letters. 2019 ; Vol. 152. pp. 1-8.
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On a flexible construction of a negative binomial model. / Leisen, Fabrizio; Mena, Ramsés H.; Palma, Freddy; Rossini, Luca.

In: Statistics and Probability Letters, Vol. 152, 09.2019, p. 1-8.

Research output: Contribution to JournalArticleAcademicpeer-review

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