Article ID Journal Published Year Pages File Type
415436 Computational Statistics & Data Analysis 2008 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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