{ "id": "1207.6539", "version": "v2", "published": "2012-07-27T13:32:29.000Z", "updated": "2015-03-31T09:08:34.000Z", "title": "Some Properties of the Generalized Stuttering Poisson Distribution and its Applications", "authors": [ "Huiming Zhang", "Lili Chu", "Yu Diao" ], "journal": "Studies in Mathematical Sciences,5(1), 11-26", "doi": "10.3968/j.sms.1923845220120501.Z0697", "categories": [ "math.ST", "math.PR", "stat.TH" ], "abstract": "Based on the probability generating function of stuttering Poisson distribution (SPD), this paper considers some equivalent propositions of SPD. From this, we show that some distributions in the application of non-life insurance actuarial science are SPD, such as negative binomial distribution, compound Poisson distribution etc.. By weakening condition of equivalent propositions of SPD, we define the generalized SPD. We consider cumulant estimation of generalized SPD's parameters. As an application, we use SPD with four parameters (4-th SPD) to fit auto insurance claim data. The fitting results show that 4-th SPD is more accurate than negative binomial and Poisson distribution.", "revisions": [ { "version": "v1", "updated": "2012-07-27T13:32:29.000Z", "abstract": "Based on the probability generating function of stuttering Poisson distribution (SPD), this paper considers some equivalent propositions of SPD. From this, we show that some distributions in the application of non-life insurance actuarial science are SPD, such as negative binomial distribution,compound Poisson distribution etc.. By weakening condition of equivalent propositions of SPD, we define the generalized SPD and prove that any non-negative discrete random variables X with P{X=0}>0.5 obey generalized SPD. We consider cumulant estimation of generalized SPD's parameters. As an application, we use SPD with four parameters (4-th SPD) to fit auto insurance claim data. The fitting results show that 4-th SPD is more accurate than negative binomial and Poisson distribution.", "comment": null, "journal": "Zhang, H., Chu, L., & Diao, Y. (2012). Some Properties of the Generalized Stuttering Poisson Distribution and its Applications. Studies in Mathematical Sciences,5(1), 11-26" }, { "version": "v2", "updated": "2015-03-31T09:08:34.000Z" } ], "analyses": { "keywords": [ "generalized stuttering poisson distribution", "application", "fit auto insurance claim data", "generalized spd", "properties" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1207.6539Z" } } }