Kolossiatis, Michalis and Griffin, J.E. and Steel, Mark F.J. (2011) Modeling overdispersion with the Normalized Tempered Stable distribution. Computational Statistics and Data Analysis, 55 (7). pp. 2288-2301. ISSN 0167-9473 .
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| Official URL http://dx.doi.org/10.1016/j.csda.2011.01.016 |
Abstract
A multivariate distribution which generalizes the Dirichlet distribution is introduced and its use for modeling overdispersion in count data is discussed. The distribution is constructed by normalizing a vector of independent tempered stable random variables. General formulae for all moments and cross-moments of the distribution are derived and they are found to have similar forms to those for the Dirichlet distribution. The univariate version of the distribution can be used as a mixing distribution for the success probability of a binomial distribution to define an alternative to the well-studied beta-binomial distribution. Examples of fitting this model to simulated and real data are presented.
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | Distribution on the unit simplex; Mouse fetal mortality; Mixed binomial; Normalized random measure; Overdispersion |
| Subjects: | Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics |
| Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics |
| Depositing User: | Jim Griffin |
| Date Deposited: | 30 May 2012 09:55 |
| Last Modified: | 09 Jan 2013 16:02 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/29590 (The current URI for this page, for reference purposes) |
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