Abstract
The Conway-Maxwell Poisson (COMP) distribution as an extension of the Poisson distribution is a popular model for analyzing counting data. For the first time, we introduce a new three parameter distribution, so-called the exponential-Conway-Maxwell Poisson (ECOMP) distribution, that contains as sub-models the exponential-geometric and exponential-Poisson distributions proposed by Adamidis and Loukas (Stat Probab Lett 39:35–42, 1998) and Kuş (Comput Stat Data Anal 51:4497–4509, 2007), respectively. The new density function can be expressed as a mixture of exponential density functions. Expansions for moments, moment generating function and some statistical measures are provided. The density function of the order statistics can also be expressed as a mixture of exponential densities. We derive two formulae for the moments of order statistics. The elements of the observed information matrix are provided. Two applications illustrate the usefulness of the new distribution to analyze positive data.
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Cordeiro, G.M., Rodrigues, J. & de Castro, M. The exponential COM-Poisson distribution. Stat Papers 53, 653–664 (2012). https://doi.org/10.1007/s00362-011-0370-9
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DOI: https://doi.org/10.1007/s00362-011-0370-9
Keywords
- Conway-Maxwell Poisson (COMP) distribution
- Exponential distribution
- Information matrix
- Mean deviation
- Moment
- Order statistic