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 (Unpublished)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:	28 Jun 2018 06:50
Last Modified:	28 Jun 2018 06:50
URI:	http://repository.lppm.unila.ac.id/id/eprint/8093

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

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