Tytuł artykułu
Autorzy
Wybrane pełne teksty z tego czasopisma
Identyfikatory
Warianty tytułu
Języki publikacji
Abstrakty
In this article we give a characterization of α-modified Poisson distributions extending Chatterji’s result. Moreover, we consider the α-modified Poisson distributions of type j which are known as Delaporte distributions.
Czasopismo
Rocznik
Tom
Strony
215--225
Opis fizyczny
Bibliogr. 13 poz.
Twórcy
autor
- Department of Mathematics, Faculty of Economics, Maria Curie-Skłodowska University, pl. Marii Curie-Skłodowskiej 5, 20-031 Lublin, Poland
autor
- Wydział Zamiejscowy KUL, (Department of Economics), ul. Ofiar Katynia 6, 37-450 Stalowa Wola, Poland
Bibliografia
- [1] S. Berg and J. Jaworski, Modified binomial and Poisson distributions with application in random mapping theory, J. Statist. Plann. Inference 18 (1988), pp. 313-322.
- [2] S. Chakraborty, On some new α-modified binomial and Poisson distributions and their applications, Comm. Statist. Theory Methods 37 (2008), pp. 1755-1769.
- [3] S. D. Chatterji, Some elementary characterizations of the Poisson distribution, Amer. Math. Monthly 70 (1963), pp. 958-964.
- [4] P. Delaporte, Quelques problèmes de statistique mathématique posés par l’assurance auto-mobile et le bonus pour non sinistre, Bull. Trimest. Inst. Actuaires Fr. 227 (1959), pp. 87-102.
- [5] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, second edition, Wiley, New York 1957.
- [6] N. Johnson, S. Kotz, and A. Kemp, Univariate Discrete Distributions, second edition, Wiley, New York 1992.
- [7] S. A. Klugman, H. H. Panjer, and G. E. Willmot, Loss Models: From Data to Decisions, Wiley, New York 1998.
- [8] M. Murat and D. Szynal, Moments of counting distributions satisfying recurrence relations, Mat. Stosow. 1 (42) (2000), pp. 92-129.
- [9] H. H. Panjer and G. E. Willmot, Insurance Risk Models, Society of Actuaries, 1992.
- [10] J. Riordan, Combinatorial Identities, Wiley, New York 1968.
- [11] K. Steliga and D. Szynal, Note on a characterization of α-modified and truncated Poisson distribution, Int. J. Pure Appl. Math. 67, No. 2 (2011), pp. 141-147.
- [12] B. Sundt and R. Vernic, Recursions for Convolutions and Compound Distributions with Insurance Applications, Springer, Berlin-Heidelberg 2009.
- [13] G. E. Willmot and B. Sundt, On evaluation of the Delaporte distribution and related distributions, Scand. Actuar. J. (1989), pp. 101-113.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-72805da7-3fa9-4ac3-9f18-2f22a2a3a702