Displaying similar documents to “Reversible jump MCMC for two-state multivariate Poisson mixtures”

On a trivariate Poisson distribution

Sotirios Loukas, Evgenia H. Papageorgiou (1991)

Applications of Mathematics

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A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.

Spatial bayesian models of tree density with zero inflation and autocorrelation

Frédéric Mortier, Olivier Flores, Sylvie Gourlet-Fleury (2007)

Journal de la société française de statistique

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Understanding the spatial and temporal dynamics of rain forests is a challenge for assessing the impact of disturbance on forest stands and tree populations. Still few studies address the modelling of spatial patterns of tree density. Here, we present Hierarchical bayesian (HB) models for the local density of juveniles trees in a tropical forest. These models are specifically designed to handle zero inflation and spatial autocorrelation in the data. Height types of models were built...

Compound Compound Poisson Risk Model

Minkova, Leda D. (2009)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: 60K10, 62P05. The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular...