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Compound Extended Geometric Distribution and Some of Its Properties

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  • Sandhya E
  • Latha C M

Abstract

The compound extended geometric distribution (CEG distribution) is introduced. Probabilities of the distribution are evaluated. Certain statistical, distributional and reliability properties are discussed. The distribution is characterized using S- function. An AR(1) process corresponding to CEG distribution is derived. Simulation and estimation of parameters are done using the method of moments and BHHJ estimation.

Suggested Citation

  • Sandhya E & Latha C M, 2019. "Compound Extended Geometric Distribution and Some of Its Properties," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(3), pages 1-96, November.
    • Handle: RePEc:ibn:ijspjl:v:8:y:2019:i:3:p:96
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    References listed on IDEAS

    as
    1. Willmot, Gordon, 1988. "Sundt and Jewell's Family of Discrete Distributions," ASTIN Bulletin, Cambridge University Press, vol. 18(1), pages 17-29, April.
    2. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
    3. Cai, Jun & Willmot, Gordon E., 2005. "Monotonicity and aging properties of random sums," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 381-392, July.
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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