SPECIAL CHARACTERIZATIONS OF STANDARD DISCRETE MODELS

dc.creatorPEREIRA, Carlos Alberto de Braganca
dc.creatorSTERN, Julio Michael
dc.date.accessioned2012-10-20T04:44:48Z
dc.date.accessioned2018-07-04T15:46:23Z
dc.date.available2012-10-20T04:44:48Z
dc.date.available2018-07-04T15:46:23Z
dc.date.created2012-10-20T04:44:48Z
dc.date.issued2008
dc.identifierREVSTAT-STATISTICAL JOURNAL, v.6, n.3, p.199-230, 2008
dc.identifier1645-6726
dc.identifierhttp://producao.usp.br/handle/BDPI/30522
dc.identifierhttp://apps.isiknowledge.com/InboundService.do?Func=Frame&product=WOS&action=retrieve&SrcApp=EndNote&UT=000275192600001&Init=Yes&SrcAuth=ResearchSoft&mode=FullRecord
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1627161
dc.description.abstractThis article presents important properties of standard discrete distributions and its conjugate densities. The Bernoulli and Poisson processes are described as generators of such discrete models. A characterization of distributions by mixtures is also introduced. This article adopts a novel singular notation and representation. Singular representations are unusual in statistical texts. Nevertheless, the singular notation makes it simpler to extend and generalize theoretical results and greatly facilitates numerical and computational implementation.
dc.languageeng
dc.publisherINST NACIONAL ESTATISTICA-INE
dc.relationRevstat-statistical Journal
dc.rightsCopyright INST NACIONAL ESTATISTICA-INE
dc.rightsrestrictedAccess
dc.subjectCharacterization of discrete distribution
dc.subjectconjugate densities
dc.subjectsingular representations
dc.titleSPECIAL CHARACTERIZATIONS OF STANDARD DISCRETE MODELS
dc.typeArtículos de revistas


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