Extensions of Katz-Panjer families of discrete distributions
Let Nα, β, γ be a discrete random variable whose probability atoms {pn }n∈N satisfy f(n+1) f(n) = α + β E(U n 0 ) E(U n γ ) , n= 0, 1, ..., for some α, β ∈ R, where Uγ ⌢Uniform(γ, 1), γ ∈ (−1, 1]. When γ → 1, Uγ → U1 , the degenerate random variable with unit mass at 1, and the above iterative expr...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2004-11-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/12 |