Nisa, Khoirin and Herawati, Netti and Setiawan, Eri and Nusyirwan, Nusyirwan (2017) On Tweedie Family Distributions and Their Extensions. MAKALAH SEMINAR NASIONAL METODE KUANTITATIF 2018. (Unpublished)

This is the latest version of this item.

Full text not available from this repository.

Abstract

We study the Tweedie family distributions as special cases of exponential dispersion models (EDMs) which are two-parameter distributions from the exponen- tial family that have a scale parameter λ. According to such parameterization, the mean and variance for the Tweedie random variable X are given by E(X) =Γµ and Var(Y)= λµ , respectively, where p is an extra parameter that controls the variance of the distribution which is called “variance power” parameter. From this perspective, p some properties of Tweedie distribution are discussed. The multivariate extensions of Tweedie family are also presented.

Item Type: Article
Subjects: H Social Sciences > HA Statistics
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika
Depositing User: DR. KHOIRIN NISA
Date Deposited: 29 May 2020 08:49
Last Modified: 29 May 2020 08:49
URI: http://repository.lppm.unila.ac.id/id/eprint/21046

Available Versions of this Item

Actions (login required)

View Item View Item