Fractional negative binomial and Pólya processes

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Autoregressive Negative Binomial Processes

Abstract We start by studying first-order autoregressive negative binomial (NBD) processes. We then compare maximum likelihood and moment based estimators of the parameters of the NBD INAR(1) model and show that the degree of dependence has significant effect on the quality of the estimators. Finally, we construct NBD processes with long-range dependence by using the NBD INAR(1) processes as ba...

متن کامل

Augment-and-Conquer Negative Binomial Processes

By developing data augmentation methods unique to the negative binomial (NB) distribution, we unite seemingly disjoint count and mixture models under the NB process framework. We develop fundamental properties of the models and derive efficient Gibbs sampling inference. We show that the gamma-NB process can be reduced to the hierarchical Dirichlet process with normalization, highlighting its un...

متن کامل

Cornish-fisher Expansions for Poisson and Negative Binomial Processes

Negative binomial and Poisson processes {X(t), t ≥ 0} have cumulants proportional to the rate λ. So, formal Cornish-Fisher expansions in powers of λ−1/2 are available for their cumulative distribution function and quantiles. If T is an independent random variable with cumulants proportional to γ then the cumulants of X(T ) are proportional to γ; so, CornishFisher expansions in powers of γ−1/2 a...

متن کامل

Negative Binomial charts for monitoring high-quality processes

Good control charts for high quality processes are often based on the number of successes between failures. Geometric charts are simplest in this respect, but slow in recognizing moderately increased failure rates p. Improvement can be achieved by waiting until r > 1 failures have occurred, i.e. by using negative binomial charts. In this paper we analyze such charts in some detail. On the basis...

متن کامل

Chain binomial models and binomial autoregressive processes.

We establish a connection between a class of chain-binomial models of use in ecology and epidemiology and binomial autoregressive (AR) processes. New results are obtained for the latter, including expressions for the lag-conditional distribution and related quantities. We focus on two types of chain-binomial model, extinction-colonization and colonization-extinction models, and present two appr...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Probability and Mathematical Statistics

سال: 2018

ISSN: 2300-8113,0208-4147

DOI: 10.19195/0208-4147.38.1.5