The Discrete Poisson-Amarendra Distribution
International Journal of Statistical Distributions and Applications
Volume 2, Issue 2, June 2016, Pages: 14-21
Received: Jun. 4, 2016; Accepted: Jun. 29, 2016; Published: Aug. 26, 2016
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Author
Rama Shanker, Department of Statistics, Eritrea Institute of Technology, Asmara, Eritrea
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Abstract
In this paper, a Poisson mixture of the Amarendra distribution, introduced by Shanker (2016 c), is proposed, and called the, “Poisson-Amarendra distribution”. The first four raw moments (about the origin) and central moments (about the mean) are obtained. The expression for coefficient of variation, skewness and kurtosis are also given. For the estimation of its parameter, the maximum likelihood estimation and the method of moments are discussed. Moreover, the distribution is fitted using maximum likelihood estimate to certain data sets to test its goodness of fit over Poisson, Poisson-Lindley and Poisson-Sujatha distributions. The corresponding fitting are found to be quite satisfactory in almost all data sets.
Keywords
Amarendra Distribution, Sujatha Distribution, Poisson-Lindley Distribution, Poisson-Sujatha Distribution, Compounding, Moments, Estimation of Parameter, Goodness of Fit
To cite this article
Rama Shanker, The Discrete Poisson-Amarendra Distribution, International Journal of Statistical Distributions and Applications. Vol. 2, No. 2, 2016, pp. 14-21. doi: 10.11648/j.ijsd.20160202.11
Copyright
Copyright © 2016 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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