Geodesic
On The Poisson Difference Distribution Inference and Applications
Bulletin of the Malaysian Mathematical Society, Tome 33 (2010) no. 1 Cet article a éte moissonné depuis la source Bulletin of the Malaysian Mathematical Society website

Voir la notice de l'article

The distribution of the difference between two independent Poisson random variables involves the modified Bessel function of the first kind. Using properties of this function, maximum likelihood estimates of the parameters of the Poisson difference were derived. Asymptotic distribution property of the maximum likelihood estimates is discussed. Maximum likelihood estimates were compared with the moment estimates in a Monte Carlo study. Hypothesis testing using likelihood ratio tests was considered. Some new formulas concerning the modified Bessel function of the first kind were provided. Alternative formulas for the probability mass function of the Poisson difference (PD) distribution are introduced. Finally, two new applications for the PD distribution are presented. The first is from the Saudi stock exchange (TASI) and the second is from Dallah hospital.
Classification : Primary 60E05; Secondary 62F86, 46N30. 
@article{BMMS_2010_33_1_a1,
     author = {Abdulhamid A. Alzaid and Maha A. Omair},
     title = {On {The} {Poisson} {Difference} {Distribution} {Inference} and {Applications}},
     journal = {Bulletin of the Malaysian Mathematical Society},
     year = {2010},
     volume = {33},
     number = {1},
     url = {http://geodesic.mathdoc.fr/item/BMMS_2010_33_1_a1/}
}
TY  - JOUR
AU  - Abdulhamid A. Alzaid
AU  - Maha A. Omair
TI  - On The Poisson Difference Distribution Inference and Applications
JO  - Bulletin of the Malaysian Mathematical Society
PY  - 2010
VL  - 33
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/BMMS_2010_33_1_a1/
ID  - BMMS_2010_33_1_a1
ER  - 
%0 Journal Article
%A Abdulhamid A. Alzaid
%A Maha A. Omair
%T On The Poisson Difference Distribution Inference and Applications
%J Bulletin of the Malaysian Mathematical Society
%D 2010
%V 33
%N 1
%U http://geodesic.mathdoc.fr/item/BMMS_2010_33_1_a1/
%F BMMS_2010_33_1_a1
Abdulhamid A. Alzaid; Maha A. Omair. On The Poisson Difference Distribution Inference and Applications. Bulletin of the Malaysian Mathematical Society, Tome 33 (2010) no. 1. http://geodesic.mathdoc.fr/item/BMMS_2010_33_1_a1/