Communications in Statistics Part B: Simulation and Computation, ( ISI ), Volume (45), Year (2016-7) , Pages (1838-1864)

Title : ( Interval estimations for the mean of the generalized Poisson and generalized negative binomial distributions )

Authors: M. Arefi , Gholam Reza Mohtashami Borzadaran , Y. Vaghei ,

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Abstract

In this paper, we extend the Wald, score, skewness-corrected score, likelihood ratio, and mid-P intervals for the mean of the generalized Poisson and generalized negative binomial distributions. These distributions are the members of the discrete version of the natural exponential family (NEF) with cubic variance function (CVF). Also, the coverage probabilities, the distal and mesial non-coverage probabilities, and the lengths of the proposed confidence intervals are estimated by means of a Monte Carlo simulation study. Finally, some practical examples are provided to show the applicability of the proposed intervals in applied studies.

Keywords

, Confidence interval, Coverage probability, Cubic variance function (CVF), Generalized negative binomial distribution, Generalized Poisson distribution, Natural exponential family (NEF).
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@article{paperid:1054925,
author = {M. Arefi and Mohtashami Borzadaran, Gholam Reza and Y. Vaghei},
title = {Interval estimations for the mean of the generalized Poisson and generalized negative binomial distributions},
journal = {Communications in Statistics Part B: Simulation and Computation},
year = {2016},
volume = {45},
month = {July},
issn = {0361-0918},
pages = {1838--1864},
numpages = {26},
keywords = {Confidence interval; Coverage probability; Cubic variance function (CVF); Generalized negative binomial distribution; Generalized Poisson distribution; Natural exponential family (NEF).},
}

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%0 Journal Article
%T Interval estimations for the mean of the generalized Poisson and generalized negative binomial distributions
%A M. Arefi
%A Mohtashami Borzadaran, Gholam Reza
%A Y. Vaghei
%J Communications in Statistics Part B: Simulation and Computation
%@ 0361-0918
%D 2016

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