Some moments and likelihood function of a mixed Pólya distribution Cover Image

Some moments and likelihood function of a mixed Pólya distribution
Some moments and likelihood function of a mixed Pólya distribution

Author(s): Pavel Stoynov
Subject(s): Economy, Financial Markets
Published by: Софийски университет »Св. Климент Охридски«
Keywords: negative binomial distribution; generalized gamma distribution; mixed distribution; factorial moments; log-likelihood function.

Summary/Abstract: In this article we present a mixture of negative binomial (Pólya) distribution with a special caseof generalized gamma distribution. We derive formulas for the factorial moments and log-likelihoodfunction of the mixed distribution.

  • Issue Year: 12/2014
  • Issue No: 1
  • Page Range: 289-295
  • Page Count: 7
  • Language: English