Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/41544
Title: Properties and applications of the Poisson-reciprocal inverse Gaussian distribution
Authors: Gómez-Déniz, Emilio 
Calderin-Ojeda, Enrique
UNESCO Clasification: 1209 Estadística
Keywords: Claim frequency
Poisson distribution
Reciprocal inverse gaussian distribution
EM algorithm
Covariates
Issue Date: 2018
Journal: Journal of Statistical Computation and Simulation 
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-inverse Gaussian distributions.
URI: http://hdl.handle.net/10553/41544
ISSN: 0094-9655
DOI: 10.1080/00949655.2017.1387917
Source: Journal of Statistical Computation and Simulation[ISSN 0094-9655],v. 88, p. 269-289
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