The Conway-Maxwell-Poisson distribution: distributional theory and approximation

Journal article

Abstract:: The Conway-Maxwell-Poisson (CMP) distribution is a natural twoparameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some well-known models. In this work, we begin by establishing some properties of both the CMP distribution and an analogous generalisation of the binomial distribution, which we refer to as the CMB distribution. We also consider some convergence results and approximations, including a bound on the total variation distance between a CMB distribution and the corresponding CMP limit.

Files:: DG CMP paper june 2015.pdf

(Preview, Accepted manuscript, pdf, 300.8KB, Terms of use)

Publisher:: ALEA
Journal:: Alea: Latin American Journal of Probability and Mathematical Statistics More from this journal
Volume:: XIII
Issue:: 2
Pages:: 635-658
Publication date:: 2016-01-01
Acceptance date:: 2016-07-05
ISSN:: 1980-0436

Keywords:: distributional transform

CMB distribution

stochastic ordering

Stein's method

Conway-Maxwell-Poisson distribution

distributional theory
Pubs id:: pubs:607658
UUID:: uuid:b08e07ec-1418-4f66-b58c-0fa75f24db28
Local pid:: pubs:607658
Source identifiers:: 607658
Deposit date:: 2016-03-04

Notes:: This is the accepted manuscript version of the article. The final version is available online from ALEA at: http://alea.impa.br/english/index_v13.htm

Licence:: Terms and Conditions of Use for Oxford University Research Archive

If you are the owner of this record, you can report an update to it here: Report update to this record