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arXiv · 1812.07271

On a flexible construction of a negative binomial model

Fabrizio Leisen·Ramsés H. Mena·Freddy Palma Mancilla·Luca Rossini
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Abstract

This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes of birth and death processes and thus revealing interesting characterizations. The advantage of having such closed form expressions is tested on simulated and real data.

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Fabrizio Leisen, Ramsés H. Mena, Freddy Palma Mancilla, Luca Rossini. 2019-04-09. On a flexible construction of a negative binomial model. https://arxiv.org/abs/1812.07271

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