Delaporte (Q27161): Difference between revisions
From MaRDI portal
Removed claim: imports (P585): stats (Q57178) |
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publication date: 9 April 2013
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publication date: 11 April 2013
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publication date: 10 July 2013
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publication date: 1 September 2013
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publication date: 19 January 2014
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publication date: 5 February 2014
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publication date: 5 February 2014
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publication date: 7 April 2014
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publication date: 8 April 2014
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publication date: 16 July 2014
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publication date: 24 September 2014
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publication date: 4 December 2014
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publication date: 1 July 2015
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publication date: 2 June 2016
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publication date: 17 June 2016
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publication date: 19 July 2016
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publication date: 30 January 2017
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publication date: 31 January 2017
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publication date: 5 March 2017
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publication date: 6 March 2017
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publication date: 31 March 2017
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publication date: 13 August 2017
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publication date: 22 June 2018
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publication date: 22 November 2018
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publication date: 12 February 2019
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publication date: 26 April 2019
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publication date: 17 May 2019
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publication date: 1 June 2020
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publication date: 10 November 2020
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publication date: 5 January 2021
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publication date: 11 January 2021
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publication date: 20 January 2022
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publication date: 6 September 2022
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publication date: 20 June 2023
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publication date: 10 August 2023
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publication date: 2 October 2023
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2 October 2023
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Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution with parameterization based on Vose (2008) <isbn:9780470512845>. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial. | |||||||||||||||
Property / description: Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution with parameterization based on Vose (2008) <isbn:9780470512845>. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial. / rank | |||||||||||||||
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Property / author: Avraham Adler / rank | |||||||||||||||
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Property / copyright license: 2-clause BSD License / rank | |||||||||||||||
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software version identifier: ≥ 3.6.0 | |||||||||||||||
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Revision as of 19:23, 1 March 2024
Statistical Functions for the Delaporte Distribution
Language | Label | Description | Also known as |
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English | Delaporte |
Statistical Functions for the Delaporte Distribution |
Statements
2 October 2023
0 references
Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution with parameterization based on Vose (2008) <isbn:9780470512845>. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial.
0 references