Journal article

The multivariate negative binomial-Lindley distribution. Properties and new representation for the univariate case

Enrique Calderin-Ojeda, Emilio Gomez-Deniz

Journal of Computational and Applied Mathematics | Elsevier | Published : 2019


In this paper a multivariate negative binomial–Lindley distribution is introduced. The univariate version of this distribution comprises an alternative of the model proposed by Zamani and Ismail (2010). With respect to this latter model, this representation presents some advantages since it provides a tractable model with attractive properties that makes it suitable for application in any field where overdispersion is observed. Some properties of the model are studied including a recurrence for the probabilities of the multivariate and univariate distribution. An EM algorithm is derived to estimate the parameters of this multivariate distribution. Finally, some numerical applications for the..

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University of Melbourne Researchers


Awarded by Ministerio de Economia y Competitividad, Spain

Awarded by Ministerio de Economia, Industria y Competitividad. Agencia Estatal de Investigacion, Spain

Funding Acknowledgements

The authors would like to express their gratitude to two anonymous referees and the editor for their relevant and useful comments. This work was partially funded by grant ECO2013-47092 (Ministerio de Economia y Competitividad, Spain) and ECO2017-85577-P (Ministerio de Economia, Industria y Competitividad. Agencia Estatal de Investigacion, Spain).