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_10-01w.pdf - Published Version - Requires a PDF viewer. 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 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.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Institution: | University of Warwick | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 | ||||
Version or Related Resource: | Kolossiatis, M., et al. (2011). Modeling overdispersion with the normalized tempered stable distribution. Computational Statistics & Data Analysis, 55(7), pp. 2288-2301. http://wrap.warwick.ac.uk/id/eprint/41084 | ||||
Related URLs: |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |
Downloads
Downloads per month over past year