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Modeling overdispersion with the normalized tempered stable distribution
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Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J.. (2011) Modeling overdispersion with the normalized tempered stable distribution. Computational Statistics & Data Analysis, Vol.55 (No.7). pp. 22882301. ISSN 01679473
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Official URL: http://dx.doi.org/10.1016/j.csda.2011.01.016
Abstract
A multivariate distribution which generalizes the Dirichlet distribution is introduced and its use for modeling overdispersion in count data is discussed. 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:  Journal Article  

Subjects:  Q Science > QA Mathematics  
Divisions:  Faculty of Science > Statistics  
Library of Congress Subject Headings (LCSH):  Multivariate analysis, Distribution (Probability theory)  
Journal or Publication Title:  Computational Statistics & Data Analysis  
Publisher:  Elsevier Science Ltd  
ISSN:  01679473  
Official Date:  1 July 2011  
Dates: 


Volume:  Vol.55  
Number:  No.7  
Page Range:  pp. 22882301  
Identifier:  10.1016/j.csda.2011.01.016  
Status:  Peer Reviewed  
Publication Status:  Published  
Access rights to Published version:  Restricted or Subscription Access  
Version or Related Resource:  Kolossiatis, M., Griffin, J.E. and Steel, M.F.J. (2011). Modelling overdispersion with the normalized tempered stable distribution. [Coventry] : University of Warwick. Centre for Research in Statistical Methodology. (Working papers, no.1001). http://wrap.warwick.ac.uk/id/eprint/35065  
Related URLs:  
References:  Aeschbacher, H.U., Vuataz, L., Sotek, J., Stalder, R., 1977. The use of the betabinomial distribution in dominantlethal testing for weak mutagenic activity 

URI:  http://wrap.warwick.ac.uk/id/eprint/41084 
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