On construction and simulation of count data models

DOI10.1016/J.MATCOM.2007.01.037MaRDI QIDQ2479442zbMATH OpenOpenAlexFDO

Authors Per-Erik Hagmark

Publication date 26 March 2008

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2007.01.037

zbMATH Keywords

alias methodcount data modeldiscretizationover-dispersionunder-dispersionvariate generation

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Random number generation in numerical analysis (65C10)

Review text

From the author's abstract: ``This paper develops a method for constructing nonnegative integer-valued random variables with any interval domain, any theoretically possible mean-variance pair, and different shapes.\dots As an application, our method enables production of count data models with full under- and over-dispersion flexibility and desired shape. The work contains: a mean-preserving discretization procedure for random variables; so-called `perfect initial models', based on beta and gamma random variables; two variate generation algorithms of count variables, based on discretizations of perfect initial models; a brief comparison with \textit{A. J. Walker} `alias method' [ACM Trans. Math. Softw. 3, No.~3, 253--256 (1977)]; and two open problems.

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Cites work

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Cited in

(8)

• A new concept for count distributions
• Duration, transition and count data models. Conference. Paris, France. December 1992
• Moment-based estimation for parameters of general inverse subordinator
• A note on the discretization of natural exponential families on the real line
• Generating discrete analogues of continuous probability distributions. A survey of methods and constructions
• A generalized stochastic condensation mechanism for inducing underdispersion in count models
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