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On recovering a mixed Poisson distribution from its left-truncated version

Autor
Perez-Casany, M.; Ginebra, J.; Valero, J.
Tipus d'activitat
Article en revista
Revista
Statistics and probability letters
Data de publicació
2014-09-01
Volum
92
Pàgina inicial
89
Pàgina final
94
DOI
https://doi.org/10.1016/j.spl.2014.05.008 Obrir en finestra nova
URL
http://www.sciencedirect.com/science/article/pii/S0167715214001849 Obrir en finestra nova
Resum
An algorithm is proposed that, starting from the probability generating function of a lefttruncation at k of a mixed Poisson distribution, recovers the first k + 1 probabilities of the untruncated distribution, without the need of eliciting what the mixing distribution is. The result establishes that irrespective of the value where the distribution is truncated, there still remains enough information in the tail so that the initial mixing distribution can be recovered. (C) 2014 Elsevier B.V. All...
Paraules clau
Count variable, MODEL, Poisson mixture, Probability generating function, Zero-truncated distribution
Grup de recerca
ADBD - Anàlisi de Dades Complexes per a les Decisions Empresarials
DAMA-UPC - Data Management Group
GRBIO - Grup de Recerca en Bioestadística i Bioinformàtica

Participants