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On Predictive Distribution of K-Inflated Poisson Models with and Without Additional Information
Acerca de la distribución predicitiva de modelos Poisson K-inflados
DOI:
https://doi.org/10.15446/rce.v43n2.81979Keywords:
KIP model, Bayesian statistics, Bayesian predictive distribution, Simulation (en)Modelo KIP, Estadísticas bayesianas, Distribución predictiva bayesiana, Simulación (es)
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This paper addresses different approaches in finding the Bayesian predictive distribution of a random variable from a Poisson model that can handle count data with an inflated value of K ∈ N, known as the KIP model. We explore how we can use other source of additional information to find such an estimator. More specifically, we find a Bayesian estimator of future density of random variable Y1 , based on observable X1 from the K1 IP(p1 , λ1 ) model, with and without assuming that there exists another random variable X2 , from the K2 IP(p2 , λ2 ) model, independent of X1 , provided λ1 ≥ λ2 , and compare their performance using simulation method.
Este artículo presenta diferentes enfoques para buscar la distribución bayesiana predictiva de una variable aleatoria con un valor inflado k ∈ N conocido como el modelo KIP. Se explora como usar una fuente de información adicional para encontrar el estimador. Específicamente, se busca un estimador Bayesiano de la densidad futura de una variable aleatoria Y1 , basada en una variable observable X1 a partir del modelo K1 IP(p1 , λ1 ), con y sin el supuesto de que existe otra variable aleatoria X2 del modelo K2 IP(p2 , λ2 ), independiente de X1 , si λ1 ≥ λ2 , y se compara su desempeñousando un método de simulación.
References
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Lambert, D. (1992), Zero-inflated Poisson regression, with an application to defects in manufacturing, Technometrics 34(1), 1–14.
Lin, T. H. & Tsai, M. H. (2013), Modeling health survey data with excessive zero and K responses, Statistics in Medicine 32(9), 1572–1583.
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1. Abdolnasser Sadeghkhani. (2022). On Improving the Posterior Predictive Distribution of the Difference Between two Independent Poisson Distribution. Sankhya B, 84(2), p.765. https://doi.org/10.1007/s13571-022-00284-3.
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