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The Poisson-conjugate Lindley mixture distribution

Author

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  • E. Gómez-Déniz
  • E. Calderín-Ojeda

Abstract

A new discrete distribution that depends on two parameters is introduced in this article. From this new distribution the geometric distribution is obtained as a special case. After analyzing some of its properties such as moments and unimodality, recurrences for the probability mass function and differential equations for its probability generating function are derived. In addition to this, parameters are estimated by maximum likelihood estimation numerically maximizing the log-likelihood function. Expected frequencies are calculated for different sets of data to prove the versatility of this discrete model.

Suggested Citation

  • E. Gómez-Déniz & E. Calderín-Ojeda, 2016. "The Poisson-conjugate Lindley mixture distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(10), pages 2857-2872, May.
  • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:10:p:2857-2872
    DOI: 10.1080/03610926.2014.892134
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