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Tricomi and Kummer functions in occurrence, waiting time and exceedance statistics

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Abstract.

 Three and four parameter distributions of events and intervals based on the Kummer and Tricomi functions are shown to be statistically tractable. The Kummer distributions cover events less as well as more clustered than the Poisson while the Tricomi distributions have two and three parameter negative binomials as special cases. This flexibility and the moment relations between the parameters make them attractive in cases where the Poisson distribution proves inadequate.

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Fitzgerald, D. Tricomi and Kummer functions in occurrence, waiting time and exceedance statistics. Stochastic Environmental Research and Risk Assessment 16, 207–224 (2002). https://doi.org/10.1007/s00477-002-0095-3

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  • DOI: https://doi.org/10.1007/s00477-002-0095-3

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