Published

2011-09-01

CIERTAS PROPIEDADES DE UNA CLASE DE DISTRIBUCIONES POISSON COMPUESTA BIVARIADAS Y UNA APLICACIÓN A DATOS DE TERREMOTOS

ON CERTAIN PROPERTIES OF A CLASS OF BIVARIATE COMPOUND POISSON DISTRIBUTIONS AND AN APPLICATION TO EARTHQUAKE DATA

Keywords:

coeficiente de correlación, conjuntas, distribución bivariada, distribución compuesta de Poisson, momento (es)
Bivariate distribution, Coefficient of correlation, Compound Poisson distribution, Cumulant, Moment (en)

Downloads

Authors

  • Gamze Özel Hacettepe University
La distribución compuesta de Poisson univariada tiene muchas aplicaciones en diversas áreas tales como biología, ciencias de la salud, ingeniería forestal, sismología y teoría del riesgo, entre otras. En este artículo, una distribución compuesta de Poisson bivariada es propuesta y la función de probabilidad conjunta de este modelo es derivada. Expresiones para los momentos producto, acumuladas, covarianza y el coeficiente de correlación respectivos son obtenidas. Finalmente, un algoritmo preparado en lenguaje Maple es descrito con el fin de calcular probabilidades asociadas rápidamente y con el fin de hacer una comparación de la función de probabilidad propuesta. Se introducen además versiones bivariadas de las distribuciones tipo A y tipo B de Neyman, geométrica-Poisson y de Thomas y se ilustra la utilidad de estas distribuciones aplicadas al análisis de datos de terremoto.
The univariate compound Poisson distribution has many applications in various areas such as biology, seismology, risk theory, forestry, health science, etc. In this paper, a bivariate compound Poisson distribution is proposed and the joint probability function of this model is derived. Expressions for the product moments, cumulants, covariance and correlation coefficient are also obtained. Then, an algorithm is prepared in Maple to obtain the probabilities quickly and an empirical comparison of the proposed probability function is given. Bivariate versions of the Neyman type A, Neyman type B, geometric-Poisson, Thomas distributions are introduced and the usefulness of these distributions is illustrated in the analysis of earthquake data.

Article abstract page views

329

Downloads

Download data is not yet available.

How to Cite

Özel, G. (2011). ON CERTAIN PROPERTIES OF A CLASS OF BIVARIATE COMPOUND POISSON DISTRIBUTIONS AND AN APPLICATION TO EARTHQUAKE DATA. Revista Colombiana De Estadística, 34(3), 545-566. https://revistas.unal.edu.co/index.php/estad/article/view/29970

License

Copyright (c) 2011 Revista Colombiana de Estadística

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

  1. Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
  2. Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
  3. Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).