Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
415436 | Computational Statistics & Data Analysis | 2008 | 10 Pages |
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
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
S.H. Ong, K. Shimizu, Choung Min Ng,