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 (Unpublished)

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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

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