Panaretos, John (1982): Unique Properties of Some Distributions and Their Applications. Published in: Proceedings of the Annual Meeting of the American Statistical Association, (Social Statistics Section) (1982): pp. 459-462.
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Abstract
In many practical situations bivariate probability distributions are used whose marginals are of the same form. Sometimes however, in cases of a not too good fit, one of the marginals appears to describe the corresponding observed data exceptionally well while the other provides a rather poor fit. The bivariate model then has to be questioned. This paper suggests ways in which characterization theorems can be used to explain this paradox and also guide the investigator's choice towards possible alternative models that might provide a better fit
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Unique Properties of Some Distributions and Their Applications |
| Language: | English |
| Keywords: | Poisson Distribution, Negative Binomial Distribution, Binomial Distribution, Compounding, Characterization, Accident Statistics |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
| Item ID: | 6245 |
| Depositing User: | J Panaretos |
| Date Deposited: | 13 Dec 2007 05:37 |
| Last Modified: | 01 Oct 2019 07:26 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6245 |
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