IDEAS home Printed from https://ideas.repec.org/p/tky/fseres/2005cf361.html
   My bibliography  Save this paper

On a limiting quasi-multinomial distribution

Author

Listed:
  • Nobuaki Hoshino

    (Faculty of Economics, Kanazawa University)

Abstract

A random clustering distribution is useful for modeling count data. The present article derives a new distribution of this type from the Lagrangian Poisson distribution, based on the result that any infinitely divisible distribution over nonnegative integers produces a random clustering distribution through conditioning and a limiting argument that is equivalent to the law of small numbers. The resulting distribution is shown to be tractable. Its application is also presented.

Suggested Citation

  • Nobuaki Hoshino, 2005. "On a limiting quasi-multinomial distribution," CIRJE F-Series CIRJE-F-361, CIRJE, Faculty of Economics, University of Tokyo.
  • Handle: RePEc:tky:fseres:2005cf361
    as

    Download full text from publisher

    File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2005/2005cf361.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Masaaki Sibuya, 1993. "A random clustering process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(3), pages 459-465, September.
    2. Nobuaki Hoshino, 2005. "Engen's extended negative binomial model revisited," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 369-387, June.
    3. Gupta, Pushpa L. & Gupta, Ramesh C. & Tripathi, Ram C., 1996. "Analysis of zero-adjusted count data," Computational Statistics & Data Analysis, Elsevier, vol. 23(2), pages 207-218, December.
    4. Hoshino, Nobuaki & Akimichi Takemura, 1998. ""On the Relation between Logarithmic Series Model and Other Superpopulation Models Useful for Microdata Disclosure Risk Assessment"," CIRJE F-Series 98-F-7, CIRJE, Faculty of Economics, University of Tokyo.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yip, Karen C.H. & Yau, Kelvin K.W., 2005. "On modeling claim frequency data in general insurance with extra zeros," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 153-163, April.
    2. Sibuya, Masaaki & Yamato, Hajime, 1995. "Ordered and unordered random partitions of an integer and the GEM distribution," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 177-183, November.
    3. Chen, Cathy W.S. & Chen, Chun-Shu & Hsiung, Mo-Hua, 2023. "Bayesian modeling of spatial integer-valued time series," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
    4. Hossein Kavand & Marcel Voia, 2018. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Springer Proceedings in Business and Economics, in: William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), Productivity and Inequality, pages 275-304, Springer.
    5. Angers, Jean-Francois & Biswas, Atanu, 2003. "A Bayesian analysis of zero-inflated generalized Poisson model," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 37-46, February.
    6. Baíllo, A. & Berrendero, J.R. & Cárcamo, J., 2009. "Tests for zero-inflation and overdispersion: A new approach based on the stochastic convex order," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2628-2639, May.
    7. Chen, Cathy W.S. & Lee, Sangyeol, 2016. "Generalized Poisson autoregressive models for time series of counts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 51-67.
    8. Masaaki Sibuya, 2014. "Prediction in Ewens–Pitman sampling formula and random samples from number partitions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 833-864, October.
    9. Constantinescu Corina D. & Kozubowski Tomasz J. & Qian Haoyu H., 2019. "Probability of ruin in discrete insurance risk model with dependent Pareto claims," Dependence Modeling, De Gruyter, vol. 7(1), pages 215-233, January.
    10. Charalambos A. Charalambides, 2007. "Distributions of Random Partitions and Their Applications," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 163-193, June.
    11. Satoshi Chida & Naoto Miyoshi, 2011. "Limiting size index distributions for ball-bin models with Zipf-type frequencies," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 745-768, August.
    12. Arnab Kumar Maity & Erina Paul, 2023. "Jeffreys Prior for Negative Binomial and Zero Inflated Negative Binomial Distributions," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 999-1013, February.
    13. Costantino, Francesco & Di Gravio, Giulio & Patriarca, Riccardo & Petrella, Lea, 2018. "Spare parts management for irregular demand items," Omega, Elsevier, vol. 81(C), pages 57-66.
    14. Bae, S. & Famoye, F. & Wulu, J.T. & Bartolucci, A.A. & Singh, K.P., 2005. "A rich family of generalized Poisson regression models with applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 4-11.
    15. Tanabe, Ryunosuke & Hamada, Etsuo, 2016. "Objective priors for the zero-modified model," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 92-97.
    16. E. Bahrami Samani & Y. Amirian & M. Ganjali, 2012. "Likelihood estimation for longitudinal zero-inflated power series regression models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(9), pages 1965-1974, May.
    17. Xie, M. & He, B. & Goh, T. N., 2001. "Zero-inflated Poisson model in statistical process control," Computational Statistics & Data Analysis, Elsevier, vol. 38(2), pages 191-201, December.
    18. Bedrick, Edward J. & Hossain, Anwar, 2013. "Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 99-106.
    19. Nobuaki Hoshino, 2012. "Random partitioning over a sparse contingency table," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 457-474, June.
    20. Nobuaki Hoshino, 2005. "Engen's extended negative binomial model revisited," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 369-387, June.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tky:fseres:2005cf361. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CIRJE administrative office (email available below). General contact details of provider: https://edirc.repec.org/data/ritokjp.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.