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

Author
Perez-Casany, M.; Ginebra, J.; Valero, J.
Type of activity
Journal article
Journal
Statistics and probability letters
Date of publication
2014-09-01
Volume
92
First page
89
Last page
94
DOI
https://doi.org/10.1016/j.spl.2014.05.008 Open in new window
URL
http://www.sciencedirect.com/science/article/pii/S0167715214001849 Open in new window
Abstract
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...
Keywords
Count variable, MODEL, Poisson mixture, Probability generating function, Zero-truncated distribution
Group of research
ADBD - Analysis of Complex Data for Business Decisions
DAMA-UPC - Data Management Group
GRBIO - Biostatistics and Bioinformatics Research Group

Participants