COM-negative binomial distribution: modeling overdispersion and ultrahigh zero-inflated count data

DOI10.1007/S11464-018-0714-ZMaRDI QIDQ1787154zbMATH OpenOpenAlexWikidataFDO

Authors Kai Tan, Bo Li, Huiming Zhang

Publication date 4 October 2018

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.05050

zbMATH Keywords

discrete Kolmogorov-Smirnov testinfinite divisibilityoverdispersionStein's characterizationzero-inflated data

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

Abstract: In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show abundant distributional properties such as overdispersion and underdispersion, log-concavity, log-convexity (infinite divisibility), pseudo compound Poisson, stochastic ordering and asymptotic approximation. Some characterizations including sum of equicorrelated geometrically distributed random variables, conditional distribution, limit distribution of COM-negative hypergeometric distribution, and Stein's identity are given for theoretical properties. COM-negative binomial distribution was applied to overdispersion and ultrahigh zero-inflated data sets. With the aid of ratio regression, we employ maximum likelihood method to estimate the parameters and the goodness-of-fit are evaluated by the discrete Kolmogorov-Smirnov test.

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