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Anais da Academia Brasileira de Ciências

versão impressa ISSN 0001-3765versão On-line ISSN 1678-2690

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BAKOUCH, HASSAN S. A weighted negative binomial Lindley distribution with applications to dispersed data. An. Acad. Bras. Ciênc. [online]. 2018, vol.90, n.3, pp.2617-2642. ISSN 0001-3765.  http://dx.doi.org/10.1590/0001-3765201820170733.

A new discrete distribution is introduced. The distribution involves the negative binomial and size biased negative binomial distributions as sub-models among others and it is a weighted version of the two parameter discrete Lindley distribution. The distribution has various interesting properties, such as bathtub shape hazard function along with increasing/decreasing hazard rate, positive skewness, symmetric behavior, and over- and under-dispersion. Moreover, it is self decomposable and infinitely divisible, which makes the proposed distribution well suited for count data modeling. Other properties are investigated, including probability generating function, ordinary moments, factorial moments, negative moments and characterization. Estimation of the model parameters is investigated by the methods of moments and maximum likelihood, and a performance of the estimators is assessed by a simulation study. The credibility of the proposed distribution over the negative binomial, Poisson and generalized Poisson distributions is discussed based on some test statistics and four real data sets.

Palavras-chave : characterization; discrete distributions; Estimation; Vuong test statistic; mixture distributions; thunderstorms data.

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