IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/6256.html
   My bibliography  Save this paper

Some Properties and Applications of the Stuttering Generalized Waring Distribution

Author

Listed:
  • Panaretos, John

Abstract

The Stuttering Generalized Waring Distribution arises in connection with sampling from an urn that contains balls of two colours (black and white) ant it can be thought of as an intermingling of generalized Waring streams (Panaretos and Xekalaki [4]). Because of its application potential a study of its properties would be worthwhile. In this paper it is shown that it can be obtained as a mixture of the generalized Poisson distribution. It is also demonstrated that, in a urn scheme, increasing the number of balls in the urn in an appropriate fashion one can end up with a Poisson type or a negative binomial type sampling distribution as an approximation to the stuttering generalized Waring distribution

Suggested Citation

  • Panaretos, John, 1989. "Some Properties and Applications of the Stuttering Generalized Waring Distribution," MPRA Paper 6256, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:6256
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/6256/1/MPRA_paper_6256.pdf
    File Function: original version
    Download Restriction: no

    References listed on IDEAS

    as
    1. Panaretos, John & Xekalaki, Evdokia, 1986. "The stuttering generalized waring distribution," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 313-318, October.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Generalized Saring distribution; Generalized Poisson distribution; Mixtures of distributions; Urn models; Accident theory; Hypergeometric function;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

    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:pra:mprapa:6256. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .

    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 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.

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

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.