The Conway-Maxwell-Poisson distribution: distributional theory and approximation

The Conway-Maxwell-Poisson (CMP) distribution is a natural twoparameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some well-known models. In this work, we begin by establishing som...

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书目详细资料
Main Authors: Daly, F, Gaunt, R
格式: Journal article
出版: ALEA 2016
实物特征
总结:The Conway-Maxwell-Poisson (CMP) distribution is a natural twoparameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some well-known models. In this work, we begin by establishing some properties of both the CMP distribution and an analogous generalisation of the binomial distribution, which we refer to as the CMB distribution. We also consider some convergence results and approximations, including a bound on the total variation distance between a CMB distribution and the corresponding CMP limit.