A class of discrete distributions arising from difference of two random variables

Authors

• S. H. OngFollow
• K. Shimizu
• C. M. Ng

Document Type

Article

Publication Date

1-1-2008

Abstract

This paper considers a class of distributions arising from the difference of two discrete random variables belonging to the Panjer family of distributions. Some distributional properties and computation of probabilities are discussed. Goodness of fit and tests of hypotheses involving the likelihood ratio, score and Wald tests have been considered. As an illustration, an application to paired count data is given

Keywords

Computer Science, Mathematics

Publication Title

Computational Statistics & Data Analysis

ISSN

0167-9473

Recommended Citation

Ong, S. H.; Shimizu, K.; and Ng, C. M., "A class of discrete distributions arising from difference of two random variables" (2008). Research Publications (2006 to 2010). 906.
https://knova.um.edu.my/research_publications_2006_2010/906

Divisions

MathematicalSciences

Volume

52

Issue

3

Publisher

Elsevier

Additional Information

Univ Malaya, Inst Math Sci, Kuala Lumpur 50603, Malaysia