Bayesian and non-Bayesian inference for the compound Poisson log-normal model with application in finance

In this article, we described a novel class of distributions that can be analyzed in complex and skewed real data sets. We called the proposed distribution as compound Poisson log-normal model, and it obtained by compounding the truncated Poisson and log-normal random variables. The baseline distrib...

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Bibliografiska uppgifter

Huvudupphov:	Muqrin A. Almuqrin
Materialtyp:	Artigo
Språk:	Inglês
Utgiven:	Elsevier 2024-03-01
Serie:	Alexandria Engineering Journal
Ämnen:	Bayesian method Bootstrap method Classical estimation Log-normal distribution Monte Carlo simulation Poisson distribution
Länkar:	http://www.sciencedirect.com/science/article/pii/S1110016824000413
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