Journal article

Properties and applications of the Poisson-reciprocal inverse Gaussian distribution

Emilio Gomez-Deniz, Enrique Calderin-Ojeda

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | TAYLOR & FRANCIS LTD | Published : 2018

Abstract

The barely known continuous reciprocal inverse Gaussian distribution is used in this paper to introduce the Poisson-reciprocal inverse Gaussian discrete distribution. Several of its most relevant statistical properties are examined, some of them directly inherited from the reciprocal of the inverse Gaussian distribution. Furthermore, a mixed Poisson regression model that uses the reciprocal inverse Gaussian as mixing distribution is presented. Parameters estimation in this regression model is performed via an EM type algorithm. In light of the numerical results displayed in the paper, the distributions introduced in this work are competitive with the classical negative binomial and Poisson-i..

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University of Melbourne Researchers

Grants

Awarded by Ministerio de Economia y Competitividad, Spain


Funding Acknowledgements

The authors would like to thank the editor and the anonymous referee for the relevant and useful comments that have improved this paper. Emilio Gomez-Deniz and Enrique Calderin-Ojeda thanks Ministerio de Economia y Competitividad, Spain (project ECO2013/47092).