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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй

Үндсэн зохиолч:	Muqrin A. Almuqrin
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Elsevier 2024-03-01
Цуврал:	Alexandria Engineering Journal
Нөхцлүүд:	Bayesian method Bootstrap method Classical estimation Log-normal distribution Monte Carlo simulation Poisson distribution
Онлайн хандалт:	http://www.sciencedirect.com/science/article/pii/S1110016824000413
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!