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A Bivariate Gamma Mixture Discrete P...
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University of Nevada, Reno.
A Bivariate Gamma Mixture Discrete Pareto Distribution.
紀錄類型:
書目-語言資料,手稿 : Monograph/item
正題名/作者:
A Bivariate Gamma Mixture Discrete Pareto Distribution./
作者:
Amponsah, Charles Kwame.
面頁冊數:
1 online resource (71 pages)
附註:
Source: Masters Abstracts International, Volume: 57-01.
Contained By:
Masters Abstracts International57-01(E).
標題:
Statistics. -
電子資源:
click for full text (PQDT)
ISBN:
9780355263527
A Bivariate Gamma Mixture Discrete Pareto Distribution.
Amponsah, Charles Kwame.
A Bivariate Gamma Mixture Discrete Pareto Distribution.
- 1 online resource (71 pages)
Source: Masters Abstracts International, Volume: 57-01.
Thesis (M.S.)
Includes bibliographical references
We study a four-parameter generalization of the of bivariate exponential geometric (BEG) law of Kozubowski and Panorska (2005) and bivariate gamma geometric (BGG) law (Barreto-Souza, 2012). The new bivariate distribution is referred to as gamma mixture discrete Pareto (GMDP) law. A bivariate random vector (X, N) follows GMDP law if N is a two-parameter discrete Pareto random variable studied by Buddana and Kozubowski (2014) and X is the sum of N independent, identically distributed gamma random variables, independent of N. Our results include conditional and marginal distributions, integral transforms, moments and covariance matrix. We also study the problem of parameter estimation using maximum likelihood and simulation studies to validate our estimation strategies, which for the most part do not produce estimators in explicit forms.
Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2018
Mode of access: World Wide Web
ISBN: 9780355263527Subjects--Topical Terms:
556824
Statistics.
Index Terms--Genre/Form:
554714
Electronic books.
A Bivariate Gamma Mixture Discrete Pareto Distribution.
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University of Nevada, Reno
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We study a four-parameter generalization of the of bivariate exponential geometric (BEG) law of Kozubowski and Panorska (2005) and bivariate gamma geometric (BGG) law (Barreto-Souza, 2012). The new bivariate distribution is referred to as gamma mixture discrete Pareto (GMDP) law. A bivariate random vector (X, N) follows GMDP law if N is a two-parameter discrete Pareto random variable studied by Buddana and Kozubowski (2014) and X is the sum of N independent, identically distributed gamma random variables, independent of N. Our results include conditional and marginal distributions, integral transforms, moments and covariance matrix. We also study the problem of parameter estimation using maximum likelihood and simulation studies to validate our estimation strategies, which for the most part do not produce estimators in explicit forms.
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click for full text (PQDT)
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