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Browsing by Author "Escalante Coterio, Cesar"

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  • (a, b) class of distributions: estimation and generation of random numbers

    Institución: Universidad Santo Tomás

    Revista: Comunicaciones en Estadística

    Autores: Escalante Coterio, Cesar

    Fecha de publicación en la Revista: 2017-05-16

    Fecha de cosecha en Ciencia Nacional: 2024-08-12

    The estimate of the parameters of discrete probability distributions class (a,b) (Klugman et al. 2004, Escalante 2006) is presented in detail by methods of moments and maximum likelihood studied. A general algorithm is proposed to generate random numbers of distributions class (a,b). The results are presented so it can be implemented in any suitable programming language. Examples were made in R with real data taken from different disciplines.Keywords: Random models of frequency, estimation of distribution class (a,b), risk theory, the collective risk model, Panjer’s algorithm.  
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