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 (Unpublished)
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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 |
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On Tweedie Family Distributions and Their Extensions. (deposited 28 Jun 2018 06:50)
- On Tweedie Family Distributions and Their Extensions. (deposited 29 May 2020 08:49) [Currently Displayed]
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