On modeling count data: a comparison of some well-known discrete distributions

Nikoloulopoulos, Aristidis K ORCID: https://orcid.org/0000-0003-0853-0084 and Karlis, Dimitris (2008) On modeling count data: a comparison of some well-known discrete distributions. Journal of Statistical Computation and Simulation, 78 (3). pp. 437-457. ISSN 1563-5163

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Abstract

In a recent paper, Joe and Zhu [2005, Generalized Poisson distribution: the property of mixture of Poisson and comparison with negative binomial distribution. Biometrical Journal, 47 (2), 219–229.] compared the negative binomial and the generalized Poisson distributions. We aim at extending this comparison by including more distributions and more aspects, like tailness and kurtosis. We also aim at describing the related problem, whether from real data one may distinguish between the candidate models. To do this, we consider several aspects of three of the most commonly used mixed Poisson distributions, namely the negative binomial, the Poisson inverse Gaussian and the generalized Poisson distributions. The results show that for small mean and overdispersion, all the models are quite the same, whereas for larger means the generalized Poisson and the Poisson inverse Gaussian distributions have larger tails than the negative binomial, and the differences are much larger. In practice, it is not easy to discriminate between them for small counts and small overdispersion, but for large overdispersion discrimination is relatively easy. Applications to real data are provided to illustrate the ideas.

Item Type: Article
Faculty \ School: Faculty of Science > School of Computing Sciences
UEA Research Groups: Faculty of Science > Research Groups > Data Science and AI
Faculty of Science > Research Groups > Statistics
Depositing User: EPrints Services
Date Deposited: 01 Oct 2010 13:41
Last Modified: 24 Sep 2024 09:34
URI: https://ueaeprints.uea.ac.uk/id/eprint/3012
DOI: 10.1080/10629360601010760

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