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A COM-Poisson-type generalization of the negative binomial distribution

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  • S. Chakraborty
  • S. H. Ong

Abstract

This paper introduces a generalization of the negative binomial (NB) distribution in analogy with the COM-Poisson distribution. Many well-known distributions are particular and limiting distributions. The proposed distribution belongs to the modified power series, generalized hypergeometric and exponential families, and also arises as weighted NB and COM-Poisson distributions. Probability and moment recurrence formulae, and probabilistic and reliability properties have been derived. With the flexibility to model under-, equi- and over-dispersion, and its various interesting properties, this NB generalization will be a useful model for count data. An application to empirical modeling is illustrated with a real data set.

Suggested Citation

  • S. Chakraborty & S. H. Ong, 2016. "A COM-Poisson-type generalization of the negative binomial distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(14), pages 4117-4135, July.
  • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:14:p:4117-4135
    DOI: 10.1080/03610926.2014.917184
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    Cited by:

    1. Sudip Roy & Ram C. Tripathi & Narayanaswamy Balakrishnan, 2023. "A Conway–Maxwell–Poisson Type Generalization of Hypergeometric Distribution," Mathematics, MDPI, vol. 11(3), pages 1-15, February.
    2. Seng Huat Ong & Shin Zhu Sim & Shuangzhe Liu & Hari M. Srivastava, 2023. "A Family of Finite Mixture Distributions for Modelling Dispersion in Count Data," Stats, MDPI, vol. 6(3), pages 1-14, September.
    3. Morris, Darcy Steeg & Raim, Andrew M. & Sellers, Kimberly F., 2020. "A Conway–Maxwell-multinomial distribution for flexible modeling of clustered categorical data," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    4. Boris Forthmann & Philipp Doebler, 2021. "Reliability of researcher capacity estimates and count data dispersion: a comparison of Poisson, negative binomial, and Conway-Maxwell-Poisson models," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(4), pages 3337-3354, April.
    5. Subrata Chakraborty & S. H. Ong, 2017. "Mittag - Leffler function distribution - a new generalization of hyper-Poisson distribution," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-17, December.

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