New One-Parameter Over-Dispersed Discrete Distribution and Its Application to the Nonnegative Integer-Valued Autoregressive Model of Order One

Count data arise in inference, modeling, prediction, anomaly detection, monitoring, resource allocation, evaluation, and performance measurement. This paper focuses on a one-parameter discrete distribution obtained by compounding the Poisson and new X-Lindley distributions. The probability-generatin...

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Bibliographic Details
Main Authors: Muhammed Rasheed Irshad, Sreedeviamma Aswathy, Radhakumari Maya, Saralees Nadarajah
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/1/81
Description
Summary:Count data arise in inference, modeling, prediction, anomaly detection, monitoring, resource allocation, evaluation, and performance measurement. This paper focuses on a one-parameter discrete distribution obtained by compounding the Poisson and new X-Lindley distributions. The probability-generating function, moments, skewness, kurtosis, and other properties are derived in the closed form. The maximum likelihood method, method of moments, least squares method, and weighted least squares method are used for parameter estimation. A simulation study is carried out. The proposed distribution is applied as the innovation in an INAR(1) process. The importance of the proposed model is confirmed through the analysis of two real datasets.
ISSN:2227-7390