文章基本信息

标题：The Conway-Maxwell-Poisson distribution: Distributional theory and approximation
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作者：Fraser Daly ; Robert E. Gaunt
期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2016
卷号：XIII
期号：2
页码：635-658
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：The Conway-Maxwell-Poisson (CMP) distribution is a natural twoparametergeneralisation of the Poisson distribution which has received some attentionin the statistics literature in recent years by offering flexible generalisationsof some well-known models. In this work, we begin by establishing some propertiesof both the CMP distribution and an analogous generalisation of the binomialdistribution, which we refer to as the CMB distribution. We also consider someconvergence results and approximations, including a bound on the total variationdistance between a CMB distribution and the corresponding CMP limit.
关键词：Conway-Maxwell-Poisson distribution; distributional theory; Stein’s;method; stochastic ordering; distributional transforms; CMB distribution.