Modeling overdispersion with the normalized tempered stable distribution
AbstractA multivariate distribution which generalizes the Dirichlet distribution is introduced and its use for modeling overdispersion in count data is discussed. The distribution is constructed by normalizing a vector of independent tempered stable random variables. General formulae for all moments and cross-moments of the distribution are derived and they are found to have similar forms to those for the Dirichlet distribution. The univariate version of the distribution can be used as a mixing distribution for the success probability of a binomial distribution to define an alternative to the well-studied beta-binomial distribution. Examples of fitting this model to simulated and real data are presented.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 55 (2011)
Issue (Month): 7 (July)
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Web page: http://www.elsevier.com/locate/csda
Distribution on the unit simplex Mouse fetal mortality Mixed binomial Normalized random measure Overdispersion;
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