On Predictive Distribution of K-Inflated Poisson Models with and Without Additional Information
Keyword(s):
This paper addresses different approaches in finding the Bayesian predictive distribution of a random variable from a Poisson model that can handle count data with an inflated value of K ∈ N, known as the KIP model. We explore how we can use other source of additional information to find such an estimator. More specifically, we find a Bayesian estimator of future density of random variable Y1 , based on observable X1 from the K1 IP(p1 , λ1 ) model, with and without assuming that there exists another random variable X2 , from the K2 IP(p2 , λ2 ) model, independent of X1 , provided λ1 ≥ λ2 , and compare their performance using simulation method.
2021 ◽
Vol 1818
(1)
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pp. 012165
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2021 ◽
Vol 5
(1)
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pp. 130-140
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2019 ◽
Vol 89
(14)
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pp. 2711-2732
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2016 ◽
Vol 27
(2)
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pp. 490-506
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2007 ◽
Vol 34
(12)
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pp. 1659-1674
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