Which negative multinomial distributions are infinitely divisible?
type: Item
instance of: scholarly article
title: Which negative multinomial distributions are infinitely divisible?
zbMATH Open document ID: 1065.60012
author: Philippe Bernardoff
published in: Bernoulli
publication date: 2004-06-10T00:00:00Z
review text: A general class of negative multinomial distributions on \(\mathbb N_0^n\) is defined by its probability generating functions to be of the form \((A(a_1,\dots,a_n)/A(a_1z_1,\dots,a_nz_n))^\lambda\) for some \(\lambda>0\) and some function \( A(\mathbf z)=\sum_{T\subset\{1,\dots,n\}}a_T\prod_{i\in T}z_i\). The author derives necessary and sufficient conditions on the coefficients of \(A\) such that the function defined above is a probability generating function for any \(\lambda>0\) and therefore obtaining all infinitely divisible negative multinomial distributions on \(\mathbb N_0^n\). An interesting comparison to a different class of infinitely divisible negative multinomial distributions studied by \textit{R. C. Griffiths} and \textit{R. K. Milne} [J. Multivariate Anal. 22, 13--23 (1987; Zbl 0618.62060)] is also given.
reviewed by: Hans-Peter Scheffler
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 2072444
zbMATH Keywords: negative multinomial distribution
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.3150/bj/1066418882
OpenAlex ID: W1974288419
DOI: 10.3150/BJ/1066418882
Recommended article: A class of infinitely divisible multivariate negative binomial distributions
Recommended article: Which multivariate gamma distributions are infinitely divisible?
Recommended article: Domain of existence of the Laplace transform of negative multinomial distributions and simulations
Recommended article: Q4316737
Recommended article: Asymptotics at infinity of negative binomial infinitely divisible distributions
description: scientific article; zbMATH DE number 2072444