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

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 appr...

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Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
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:
Pubs id:
pubs:607658
UUID:
uuid:b08e07ec-1418-4f66-b58c-0fa75f24db28
Local pid:
pubs:607658
Source identifiers:
607658
Deposit date:
2016-03-04

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