Taylor's Law for some infinitely divisible probabbility distributions from population models

DOI10.1007/S10955-022-02962-YarXiv2206.13283MaRDI QIDQ6403255FDOQ6403255

Thierry E. Huillet, Joel E. Cohen

Publication date: 27 June 2022

Abstract: In a family of random variables, Taylor's law or Taylor's power law offluctuation scaling is a variance function that gives the variance $sigm{a}^2>0$ of a random variable (rv) $X$ with expectation $mu>0$ as a powerof $mu$: $sigm{a}^2=Am{u}^b$ for finite real $A>0,b$ that are thesame for all rvs in the family. Equivalently, TL holds when $logsigm{a}^2=a+blogmu,a=logA$, for all rvs in some set. Here we analyze thepossible values of the TL exponent $b$ in five families of infinitelydivisible two-parameter distributions and show how the values of $b$ dependon the parameters of these distributions. The five families areTweedie-Bar-Lev-Enis, negative binomial, compound Poisson-geometric,compound geometric-Poisson (or P'{o}lya-Aeppli), and gamma distributions.These families arise frequently in empirical data and population models, and they are limit laws of Markov processes that we exhibit in each case.

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Distribution theory (60Exx) Statistical distribution theory (62Exx)

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