Título inglés |
Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes. |
Título español |
Algunos modelos de dispersión exponencial discretos: las clases de Poisson-Tweedie y de Hinde-Demétrio. |
Autor/es |
Kokonendji, Célestin C. ; Dossou-Gbété, Simplice ; Demétrio, Clarice G. B. |
Organización |
Lab. Math. Appl. [CNRS FRE 2570] Univ. Pau Pays de l' Adour, Pau, Francia;Univ. Säo Paulo, Piracicaba (Säo Paulo), Brasil |
Revista |
1696-2281 |
Publicación |
2004, 28 (2): 201-214, 14 Ref. |
Tipo de documento |
articulo |
Idioma |
Inglés |
Resumen inglés |
In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the first, the second is a new class of EDMs characterized by their unit variance functions of the form μ + μp, where p is a real index related to a precise model. These two classes provide some alternatives to the negative binomial distribution (p = 2) which is classically used in the framework of regression models for count data when overdispersion results in a lack of fit of the Poisson regression model. Some properties are then studied and the practical usefulness is also discussed. |
Clasificación UNESCO |
120907 |
Palabras clave español |
Teoría de la distribución ; Distribución binomial ; Procesos de Poisson ; Dispersión estadística |
Código MathReviews |
MR2116192 |
Acceso al artículo completo |