scholarly journals Weighted Negative Binomial Poisson-Lindley Distribution with Actuarial Applications

2018 ◽  
Author(s):  
Hossein Zamani ◽  
Noriszura Ismail ◽  
Marzieh Shekari
Keyword(s):  
Maximum Likelihood Method ◽  
Negative Binomial ◽  
Statistical Tests ◽  
Discrete Distribution ◽  
Likelihood Method ◽  
Weighted Version ◽  
Lindley Distribution ◽  
Weighted Distribution ◽  
Binomial Distributions ◽  
Over Dispersion

This study introduces a new discrete distribution which is a weighted version of Poisson-Lindley distribution. The weighted distribution is obtained using the negative binomial weight function and can be fitted to count data with over-dispersion. The p.m.f., p.g.f. and simulation procedure of the new weighted distribution, namely weighted negative binomial Poisson-Lindley (WNBPL), are provided. The maximum likelihood method for parameter estimation is also presented. The WNBPL distribution is fitted to several insurance datasets, and is compared to the Poisson and negative binomial distributions in terms of several statistical tests.

Zero-truncated Poisson-Lindley distribution

2021 ◽  
pp. 40-50
Author(s):  
Afida Nurul Hilma ◽  
Dian Lestari ◽  
Sindy Devila
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Method ◽  
Real Data ◽  
Likelihood Method ◽  
Lindley Distribution ◽  
Count Distribution ◽  
Distribution Parameters ◽  
Counting Distribution ◽  
Over Dispersion

In order to find a counting distribution that can handle the condition when the data has no zero-count. Distribution named Zero-truncated Poisson-Lindley distribution is developed. It can handle the condition when the data has no zero-count both in over-dispersion and under-dispersion. In this paper, characteristics of Zero-truncated Poisson-Lindley distribution are obtained and estimate distribution parameters using the maximum likelihood method. Then, the application of the model to real data is given.

scholarly journals A Distribuição Half-Normal Generalizada Discreta: uma distribuição alternativa na análise de dados de contagem

2019 ◽  
Vol 41 ◽  
pp. 27
Author(s):  
Josmar Mazucheli ◽  
Ricardo Puziol De Oliveira ◽  
Jean Carlos Cardoso
Keyword(s):  
Maximum Likelihood Method ◽  
Negative Binomial ◽  
Survival Function ◽  
Discrete Distributions ◽  
Likelihood Method ◽  
Discrete Version ◽  
Data Sets ◽  
Continuous Version ◽  
Binomial Distributions ◽  
General Data

In general, data that are obtained by counting processes, strictly discrete or discretized (from truncations and/or rounding), are analyzed, without exhaustion, by the Geometric, Logarithmic, Poisson and Negative Binomial distributions. In recent years a large number of discrete distributions have been proposed in the literature from the discretization of continuous random variables. Many of the discretization methods preserve one or more characteristics of the continuous version, with the proposal of Nakagawa e Osaki (1975) being the most used. In this paper, from this methodology, which makes use of the survival function, we propose the discrete version of the continuous generalized Half-Normal distribution, introduced in the literature by Cooray e Ananda (2008). Some of its properties are discussed and Monte Carlo simulations evaluate the bias and accuracy of the estimates obtained by the maximum likelihood method and method of moments. Some discrete data sets found in the literature are considered to illustrate the applicability of the proposed distribution.

scholarly journals Moment based Estimation for the Shape Parameters, Effect it on Some Probability Statistical Distributions Using the Moment Method and Maximum Likelihood Method

2020 ◽  
Vol 5 (6) ◽  
pp. 979-986
Author(s):  
Hassan Tawakol A. Fadol
Keyword(s):  
Maximum Likelihood ◽  
Shape Parameter ◽  
Maximum Likelihood Method ◽  
Probability Distributions ◽  
Estimation Method ◽  
Simulation Method ◽  
Likelihood Method ◽  
Inductive Method ◽  
Binomial Distributions ◽  
Best Estimate

The purpose of this paper was to identify the values of the parameters of the shape of the binomial, bias one and natural distributions. Using the estimation method and maximum likelihood Method, the criterion of differentiation was used to estimate the shape parameter between the probability distributions and to arrive at the best estimate of the parameter of the shape when the sample sizes are small, medium, The problem was to find the best estimate of the characteristics of the society to be estimated so that they are close to the estimated average of the mean error squares and also the effect of the estimation method on estimating the shape parameter of the distributions at the sizes of different samples In the values of the different shape parameter, the descriptive and inductive method was selected in the analysis of the data by generating 1000 random numbers of different sizes using the simulation method through the MATLAB program. A number of results were reached, 10) to estimate the small shape parameter (0.3) for binomial distributions and Poisson and natural and they can use the Poisson distribution because it is the best among the distributions, and to estimate the parameter of figure (0.5), (0.7), (0.9) Because it is better for binomial binomial distributions, when the size of a sample (70) for a teacher estimate The small figure (0.3) of the binomial and boson distributions and natural distributions can be used for normal distribution because it is the best among the distributions.

scholarly journals A New Discrete Analog of the Continuous Lindley Distribution, with Reliability Applications

Entropy ◽  
2020 ◽  
Vol 22 (6) ◽  
pp. 603
Author(s):  
Abdulhakim A. Al-Babtain ◽  
Abdul Hadi N. Ahmed ◽  
Ahmed Z. Afify
Keyword(s):  
Goodness Of Fit ◽  
Negative Binomial ◽  
Real Data ◽  
Moment Generating Function ◽  
Discrete Analog ◽  
Bias Reduction ◽  
Discrete Distributions ◽  
Likelihood Method ◽  
Probability Mass Function ◽  
Lindley Distribution

In this paper, we propose and study a new probability mass function by creating a natural discrete analog to the continuous Lindley distribution as a mixture of geometric and negative binomial distributions. The new distribution has many interesting properties that make it superior to many other discrete distributions, particularly in analyzing over-dispersed count data. Several statistical properties of the introduced distribution have been established including moments and moment generating function, residual moments, characterization, entropy, estimation of the parameter by the maximum likelihood method. A bias reduction method is applied to the derived estimator; its existence and uniqueness are discussed. Applications of the goodness of fit of the proposed distribution have been examined and compared with other discrete distributions using three real data sets from biological sciences.

scholarly journals A Generalised Exponential-Lindley Mixture of Poisson Distribution

2019 ◽  
Vol 3 ◽  
pp. 11-20
Author(s):  
Binod Kumar Sah ◽  
A. Mishra
Keyword(s):  
Poisson Distribution ◽  
Negative Binomial ◽  
Probability Distributions ◽  
Mixture Distribution ◽  
Discrete Data ◽  
Likelihood Method ◽  
P Value ◽  
Data Set ◽  
Lindley Distribution ◽  
First Four Moments

Background: The exponential and the Lindley (1958) distributions occupy central places among the class of continuous probability distributions and play important roles in statistical theory. A Generalised Exponential-Lindley Distribution (GELD) was given by Mishra and Sah (2015) of which, both the exponential and the Lindley distributions are the particular cases. Mixtures of distributions form an important class of distributions in the domain of probability distributions. A mixture distribution arises when some or all the parameters in a probability function vary according to certain probability law. In this paper, a Generalised Exponential- Lindley Mixture of Poisson Distribution (GELMPD) has been obtained by mixing Poisson distribution with the GELD. Materials and Methods: It is based on the concept of the generalisations of some continuous mixtures of Poisson distribution. Results: The Probability mass of function of generalized exponential-Lindley mixture of Poisson distribution has been obtained by mixing Poisson distribution with GELD. The first four moments about origin of this distribution have been obtained. The estimation of its parameters has been discussed using method of moments and also as maximum likelihood method. This distribution has been fitted to a number of discrete data-sets which are negative binomial in nature and it has been observed that the distribution gives a better fit than the Poisson–Lindley Distribution (PLD) of Sankaran (1970). Conclusion: P-value of the GELMPD is found greater than that in case of PLD. Hence, it is expected to be a better alternative to the PLD of Sankaran for similar type of discrete data-set which is negative binomial in nature.

scholarly journals The Marshall-Olkin Modified Lindley Distribution: Properties and Applications

2020 ◽  
Author(s):  
Jiju Gillariose ◽  
Lishamol Tomy ◽  
Farrukh Jamal ◽  
Christophe Chesneau
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Method ◽  
Likelihood Method ◽  
Lindley Distribution ◽  
New Model ◽  
Simulation Procedure ◽  
Recent Modification ◽  
New Distribution

This article is devoted to a new Marshall-Olkin distribution by using a recent modification of the Lindley distribution. Mathematical features of the new model are described. Utilizing maximum likelihood method, the parameters of the new model are estimated. Performance of the estimation approach is discussed by means of a simulation procedure. Moreover, applications of the new distribution are presented which reveal its superiority over other three competing Marshall-Olkin extended distributions of the literature.

scholarly journals Negative Binomial mixed models estimated with the maximum likelihood method can be used for longitudinal RNAseq data

2020 ◽  
Author(s):  
Roula Tsonaka ◽  
Pietro Spitali
Keyword(s):  
Maximum Likelihood ◽  
Mixed Models ◽  
Time Course ◽  
Maximum Likelihood Method ◽  
Negative Binomial ◽  
Medical Center ◽  
Assistant Professor ◽  
Small Sample ◽  
Likelihood Method ◽  
Rnaseq Data

Abstract Time-course RNAseq experiments, where tissues are repeatedly collected from the same subjects, e.g. humans or animals over time or under several different experimental conditions, are becoming more popular due to the reducing sequencing costs. Such designs offer the great potential to identify genes that change over time or progress differently in time across experimental groups. Modelling of the longitudinal gene expression in such time-course RNAseq data is complicated by the serial correlations, missing values due to subject dropout or sequencing errors, long follow up with potentially non-linear progression in time and low number of subjects. Negative Binomial mixed models can address all these issues. However, such models under the maximum likelihood (ML) approach are less popular for RNAseq data due to convergence issues (see, e.g. [1]). We argue in this paper that it is the use of an inaccurate numerical integration method in combination with the typically small sample sizes which causes such mixed models to fail for a great portion of tested genes. We show that when we use the accurate adaptive Gaussian quadrature approach to approximate the integrals over the random-effects terms, we can successfully estimate the model parameters with the maximum likelihood method. Moreover, we show that the boostrap method can be used to preserve the type I error rate in small sample settings. We evaluate empirically the small sample properties of the test statistics and compare with state-of-the-art approaches. The method is applied on a longitudinal mice experiment to study the dynamics in Duchenne Muscular Dystrophy. Contact:  [email protected] Roula Tsonaka is an assistant professor at the Medical Statistics, Department of Biomedical Data Sciences, Leiden University Medical Center. Her research focuses on statistical methods for longitudinal omics data. Pietro Spitali is an assistant professor at the Department of Human Genetics, Leiden University Medical Center. His research focuses on the identification of biomarkers for neuromuscular disorders.

Analysis of factors affecting superovulatory responses in ruminants

1995 ◽  
Vol 124 (1) ◽  
pp. 61-70 ◽  
Author(s):  
J. A. Woolliams ◽  
Z. W. Luo ◽  
B. Villanueva ◽  
D. Waddington ◽  
P. J. Broadbent ◽  
...  
Keyword(s):  
Generalized Linear Models ◽  
Linear Models ◽  
Negative Binomial ◽  
Commercial Application ◽  
Data Set ◽  
Factors Affecting ◽  
Binomial Distributions ◽  
Breeding Schemes ◽  
Over Dispersion ◽  
Mean Variance

SUMMARYData on ovulation rate and numbers of ova and transferable embryos recovered from superovulated cattle and sheep were analysed using generalized linear models, quasi-likelihood, restricted maximum likelihood (REML) and generalized linear mixed models (GLMMS). The data pertained to the operation of nucleus breeding schemes in cattle and the commercial application of embryo transfer in sheep.Results of the analyses showed that generalized linear models involving Poisson and Binomial distributions were inappropriate because of over-dispersion, and that analyses using quasi-likelihood to model negative binomial and β-binomial distributions were more suitable. Factors identified as important in determining the results in cattle were the number of previous superovulations (a higher proportion of transferable embryos were obtained in the initial flush compared to subsequent recoveries in two out of three sets of data), the donor (significant in all analyses with repeated recoveries) and its mate (significant in some analyses). In sheep, the use of pFSH or hMG for superovulation increased embryo yields above those obtained with PMSG + GnRH. Analyses of a further data set for sheep showed the effect of breed was ambiguous.The effects of donors and their mates were treated as random effects in analyses involving REML and GLMMS. Results showed that the repeatability of the number of transferable embryos produced per donor ranged between 0·13 and 0·23 in three sets of data and was significant in all cases. In these analyses the variance among mates was not significantly different from zero.The results of analyses were used to develop a random generator to simulate the numbers of ova and embryos recovered from a cow following superovulation. By sampling from negative binomial distributions where the scale factor used for each cow was a normally distributed deviate, distributions were obtained which had the same mean, variance and repeatability as those observed.

scholarly journals A MIXED BILINEAR INAR(1) MODEL

2021 ◽  
pp. 143
Author(s):  
Predrag M. Popović
Keyword(s):  
Method Of Moments ◽  
Maximum Likelihood Method ◽  
Negative Binomial ◽  
Real Data ◽  
Random Coefficients ◽  
Likelihood Method ◽  
Data Set ◽  
Binomial Thinning ◽  
Conditional Maximum ◽  
Thinning Operator

The paper introduces a new autoregressive model of order one for time seriesof counts. The model is comprised of a linear as well as bilinear autoregressive component. These two components are governed by random coefficients. The autoregression is achieved by using the negative binomial thinning operator. The method of moments and the conditional maximum likelihood method are discussed for the parameter estimation. The practicality of the model is presented on a real data set.

scholarly journals A Two Parameter Discrete Lindley Distribution

2016 ◽  
Vol 39 (1) ◽  
pp. 45-61 ◽  
Author(s):  
Tassaddaq Hussain ◽  
Muhammad Aslam ◽  
Munir Ahmad
Keyword(s):  
Negative Binomial ◽  
Parameters Estimation ◽  
Discrete Distributions ◽  
Likelihood Method ◽  
Data Sets ◽  
Factorial Moments ◽  
Lindley Distribution ◽  
Generalized Poisson ◽  
Gamma Distributions ◽  
Two Parameter

<p>In this article we have proposed and discussed a two parameter discrete Lindley distribution. The derivation of this new model is based on a two step methodology i.e. mixing then discretizing, and can be viewed as a new generalization of geometric distribution. The proposed model has proved itself as the least loss of information model when applied to a number of data sets (in an over and under dispersed structure). The competing models such as Poisson, Negative binomial, Generalized Poisson and discrete gamma distributions are the well known standard discrete distributions. Its Lifetime classification, kurtosis, skewness, ascending and descending factorial moments as well as its recurrence relations, negative moments, parameters estimation via maximum likelihood method, characterization and discretized bi-variate case are presented.</p>

Sign in / Sign up

Export Citation Format

Share Document