On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications
Fuente:
Redalyc
Saved in:
| Main Author: | |
|---|---|
| Format: | Artículo científico |
| Language: | en |
| Published: |
Universidad Nacional de Colombia
2013
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1876441102758707200 |
|---|---|
| author | Gamze Özel |
| author_facet | Gamze Özel |
| contents | On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications Gamze Özel Física, Astronomía y Matemáticas Moment Cumulant Factorial moments Bivariate distribution Compound Poisson process The univariate and bivariate compound Poisson process (CPP and BCPP, respectively) ensure a better description than the homogeneous Poisson process for clustering of events. In this paper, new explicit representations of the moment characteristics (general, central, factorial, binomial and ordinary moments, factorial cumulants) and some covariance structures are derived for the CPP and BCPP. Then, the skewness and kurtosis of the univariate CPP are obtained for the first time and special cases of the CPP are studied in detail. Applications to two real data sets are given to illustrate the usage of these processes. 2013 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89928087004 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.36 |
| format | Artículo científico |
| id | redalyc_89928087004 |
| institution | Redalyc |
| language | en |
| publishDate | 2013 |
| publisher | Universidad Nacional de Colombia |
| spellingShingle | On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications Gamze Özel Física, Astronomía y Matemáticas Moment Cumulant Factorial moments Bivariate distribution Compound Poisson process On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications Gamze Özel Física, Astronomía y Matemáticas Moment Cumulant Factorial moments Bivariate distribution Compound Poisson process The univariate and bivariate compound Poisson process (CPP and BCPP, respectively) ensure a better description than the homogeneous Poisson process for clustering of events. In this paper, new explicit representations of the moment characteristics (general, central, factorial, binomial and ordinary moments, factorial cumulants) and some covariance structures are derived for the CPP and BCPP. Then, the skewness and kurtosis of the univariate CPP are obtained for the first time and special cases of the CPP are studied in detail. Applications to two real data sets are given to illustrate the usage of these processes. 2013 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89928087004 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.36 |
| title | On the Moment Characteristics for the Univariate Compound Poisson and Bivariate Compound Poisson Processes with Applications |
| topic | Física, Astronomía y Matemáticas Moment Cumulant Factorial moments Bivariate distribution Compound Poisson process |
| url | https://www.redalyc.org/articulo.oa?id=89928087004 |