On the Poisson Variate with Beta Prior Distribution and a Numerical Method in Estimating the Resulting Unconditional Distribution.
Abstract
A discrete distribution arises from a Poisson distribution with parameter lambda when the distribution of lambda itself is of the form c(lambda sup (alpha-1))((b-lambda) sup (beta-1)) lambda belongs to (0,b), where c is a scaling factor and alpha, beta, b are strictly positive parameters. An estimation procedure of the parameters involved in the distribution of lambda is discussed and a closed form of the probability distribution is derived. In addition, a numerical analysis of the probability distribution is presented. An application to real data is discussed for the purpose of illustrating the model. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1973
- Accession Number
- AD0769799
Entities
People
- Le Tien Dat
Organizations
- Naval Postgraduate School