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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. 2288-2301.
ISSN 0167-9473

**Full text not available from this repository.**

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 cross-moments 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 well-studied beta-binomial distribution. Examples of fitting this model to simulated and real data are presented.

[error in script] [error in script]Item Type: | Journal Article |
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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: | 0167-9473 |

Date: | 1 July 2011 |

Volume: | Vol.55 |

Number: | No.7 |

Page Range: | pp. 2288-2301 |

Identification Number: | 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.10-01). http://wrap.warwick.ac.uk/id/eprint/35065 |

Related URLs: | |

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

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