Parameter estimation for strict arcsine distribution

作     者：Low, Yeh-Ching Phang, Yook-Ngor Khoo, Wooi-Chen Ong, Seng-Huat 

作者机构：Sunway Univ Sch Engn & Technol Dept Comp & Informat Syst Bangi 47500 Selangor Malaysia Univ Teknol MARA Alor Gajah Melaka Malaysia UCSI Univ Inst Actuarial Sci & Data Analyt Kuala Lumpur Malaysia Univ Malaya Inst Math Sci Kuala Lumpur Malaysia 

出 版 物：《COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION》 (Commun. Stat. Simul. Comput.)

年 卷 期：2024年

核心收录：

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 

基　　金：Malaysia Ministry of Higher Education [FRGS/1/2020/STG06/SYUC/02/1] 

主　　题：Cubic variance function Over dispersion Parameter estimation Probability generating function Probability of correct selection 

摘      要：The two-parameter strict arcsine distribution as a member of the natural exponential family with cubic variance function has been shown to be a viable candidate for statistical analysis of count data. Efficient methods of parameter estimation will be essential in practical applications of the distribution. In this paper we examine some methods of parameter estimation. Due to the simple expression of the probability generating function, a probability generating function-based estimation procedure is considered and compared with other estimation procedures. Since the accuracy of the parameter estimation procedure affects the probability of correct selection in choosing the correct probability distribution, we extend the investigation by examining the discrimination between strict arcsine and generalized Poisson distributions in which both have cubic variance functions.