The Library
Modelling overdispersion with the normalized tempered stable distribution
Tools
Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) Modelling overdispersion with the normalized tempered stable distribution. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.1).

PDF
WRAP_Kolassiatis_1001w.pdf  Published Version  Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader Download (567Kb) 
Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
Abstract
This paper discusses a multivariate distribution which generalizes the Dirichlet distribution
and demonstrates its usefulness for modelling overdispersion in count data. The
distribution is constructed by normalizing a vector of independent Tempered Stable random
variables. General formulae for all moments and crossmoments of the distribution
are derived and they are found to have similar forms to those for the Dirichlet distribution.
The univariate version of the distribution can be used as a mixing distribution for the
success probability of a Binomial distribution to define an alternative to the wellstudied
BetaBinomial distribution. Examples of fitting this model to simulated and real data are
presented.
Item Type:  Working or Discussion Paper (Working Paper)  

Subjects:  Q Science > QA Mathematics  
Divisions:  Faculty of Science > Statistics  
Library of Congress Subject Headings (LCSH):  Multivariate analysis, Distribution (Probability theory)  
Series Name:  Working papers  
Publisher:  University of Warwick. Centre for Research in Statistical Methodology  
Place of Publication:  Coventry  
Official Date:  2010  
Dates: 


Volume:  Vol.2010  
Number:  No.1  
Number of Pages:  25  
Status:  Not Peer Reviewed  
Access rights to Published version:  Open Access  
Version or Related Resource:  Kolossiatis, M., et al. (2011). Modeling overdispersion with the normalized tempered stable distribution. Computational Statistics & Data Analysis, 55(7), pp. 22882301. http://wrap.warwick.ac.uk/id/eprint/41084  
Related URLs:  
References:  Abramowitz, M. and Stegun, I. A. (1964): “Handbook of mathematical functions with formulas, 

URI:  http://wrap.warwick.ac.uk/id/eprint/35065 
Request changes or add full text files to a record
Actions (login required)
View Item 
Downloads
Downloads per month over past year