On a flexible construction of a negative binomial model

Publication date: Available online 17 April 2019Source: Statistics & Probability LettersAuthor(s): Fabrizio Leisen, Ramsés H. Mena, Freddy Palma Mancilla, Luca RossiniAbstractThis work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.

Source: Statistics and Probability Letters - April 18, 2019 Category: Statistics Source Type: research