Computing probabilities of integer-valued random variables by recurrence relations

S. Baena-Mirabete; P. Puig

doi:10.1016/j.spl.2020.108719

Computing probabilities of integer-valued random variables by recurrence relations

S. Baena-Mirabete^*, P. Puig

^*Autor correspondiente de este trabajo

Producción científica: Contribución a una revista › Artículo › Investigación › revisión exhaustiva

1 Cita (Scopus)

Resumen

We derive a set of recurrence relations for the calculation of the probabilities of a large class of integer-valued random variables. We show that the probability mass function can be recursively computed for random variables with a probability generating function satisfying certain functional form.

Idioma original	Inglés
Número de artículo	108719
Publicación	Statistics and Probability Letters
Volumen	161
DOI	https://doi.org/10.1016/j.spl.2020.108719
Estado	Publicada - jun 2020

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MODELIZACION ESTADISTICA DE EVENTOS EXTREMOS Y RIESGOS PARA LA SALUD
Puig Casado, P. (Investigador/a principal), Baena Mirabete, S. (Colaborador/a), Fernandez Fontelo, A. (Colaborador/a), Higueras Hernaez, M. (Colaborador/a), Lilio Rodríguez, R. E. (Colaborador/a), Moriña Soler, D. (Colaborador/a), Valero Baya, J. (Colaborador/a), Zaiats Protchenko, V. (Colaborador/a), Badiella Busquets, L. (Investigador/a), Blasco Moreno, A. (Investigador/a), Cabaña Nigro, A. A. (Investigador/a), Castillo Franquet, J. D. (Investigador/a), Espinal Berenguer, A. (Investigador/a) & Mlynarczyk ., D. A. (Colaborador/a)
Ministerio de Economía y Competitividad (MINECO), Fondo Europeo de Desarrollo Regional (FEDER)
1/01/19 → 31/12/22
Proyecto: Proyectos y Ayudas de Investigación

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title = "Computing probabilities of integer-valued random variables by recurrence relations",

abstract = "We derive a set of recurrence relations for the calculation of the probabilities of a large class of integer-valued random variables. We show that the probability mass function can be recursively computed for random variables with a probability generating function satisfying certain functional form.",

keywords = "Convolution of distributions, Count distributions, Hermite distribution, INAR models, Katz–Panjer family, Skellam distribution",

author = "S. Baena-Mirabete and P. Puig",

note = "Publisher Copyright: {\textcopyright} 2020 Elsevier B.V.",

year = "2020",

month = jun,

doi = "10.1016/j.spl.2020.108719",

language = "English",

volume = "161",

journal = "Statistics and Probability Letters",

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TY - JOUR

T1 - Computing probabilities of integer-valued random variables by recurrence relations

AU - Baena-Mirabete, S.

AU - Puig, P.

PY - 2020/6

Y1 - 2020/6

N2 - We derive a set of recurrence relations for the calculation of the probabilities of a large class of integer-valued random variables. We show that the probability mass function can be recursively computed for random variables with a probability generating function satisfying certain functional form.

AB - We derive a set of recurrence relations for the calculation of the probabilities of a large class of integer-valued random variables. We show that the probability mass function can be recursively computed for random variables with a probability generating function satisfying certain functional form.

KW - Convolution of distributions

KW - Count distributions

KW - Hermite distribution

KW - INAR models

KW - Katz–Panjer family

KW - Skellam distribution

UR - https://www.scopus.com/pages/publications/85079366788

U2 - 10.1016/j.spl.2020.108719

DO - 10.1016/j.spl.2020.108719

M3 - Article

AN - SCOPUS:85079366788

SN - 0167-7152

VL - 161

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

M1 - 108719

ER -

Computing probabilities of integer-valued random variables by recurrence relations

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