Title : ( INTERVAL ESTIMATION FOR THE MEANS OF BINOMIAL,NEGATIVE BINOMIAL, AND TAKACS DISTRIBUTIONS )
Authors: Mohsen Arefi , Gholam Reza Mohtashami Borzadaran , Yadollah Vaghei ,
Full TextAbstract
In this paper, we extend some methods for obtaining the Wald, score and likelihood ratio confidence intervals for the mean of the Takacs (generalized negative binomial) distribution. Also, we present these confidence intervals for the mean of the binomial and negative binomial distributions as the special cases of the Takacs distribution. The Takacs distribution is a member of the natural exponential family with cubic variance function (NEF-CVF). The coverage probabilities for these confidence intervals are estimated by means of a simulation study. The results show that the score and likelihood ratio intervals are better than Wald interval, and the Wald interval has the poorest performance.
Keywords
, Coverage probability, Cubic variance function (CVF), Interval estimation, Natural exponential family (NEF), Takacs distribution.
@article{paperid:1025786,
author = {Mohsen Arefi and Mohtashami Borzadaran, Gholam Reza and Yadollah Vaghei},
title = {INTERVAL ESTIMATION FOR THE MEANS OF BINOMIAL,NEGATIVE BINOMIAL, AND TAKACS DISTRIBUTIONS},
journal = {Statistica applicata-Italian Journal of Applied Statistics},
year = {2009},
volume = {21},
number = {3},
month = {October},
issn = {1125-1964},
pages = {361--375},
numpages = {14},
keywords = {Coverage probability; Cubic variance function (CVF); Interval estimation;
Natural exponential family (NEF); Takacs distribution.},
}
%0 Journal Article
%T INTERVAL ESTIMATION FOR THE MEANS OF BINOMIAL,NEGATIVE BINOMIAL, AND TAKACS DISTRIBUTIONS
%A Mohsen Arefi
%A Mohtashami Borzadaran, Gholam Reza
%A Yadollah Vaghei
%J Statistica applicata-Italian Journal of Applied Statistics
%@ 1125-1964
%D 2009
