Research Article

Hypogeometric Distribution and Related Discrete Time Point Process

Volume: 14 Number: 1 July 31, 2022
EN

Hypogeometric Distribution and Related Discrete Time Point Process

Abstract

In this paper we propose and study a new distribution, called the hypogeometric distribution, which is a sum of independent geometrically distributed variables with different parameters. Also, we propose and study a discrete time point process based on this distribution. As an example, we focus on a particular form of this process. Also, we show that this type of processes could be used as an appropriate tool to model arrivals with increasing or decreasing time trends. Some possible extensions of this work are also included in the paper.

Keywords

References

  1. Belzunce, F., Ortega E-M. and Ruiz, J.M. (2009). Aging properties of a discrete-time failure and repair model. IEEE Transactions on Reliability, 58, 161-171.
  2. Cossette, H., Landriault, D. and Marceau, Ề. (2004). Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Insurance: Mathematics and Economics, 34, 449-466.
  3. Dickson, D.C.M., Egidio dos Reis, A. and Waters, H.R. (1995). Some stable algorithms in ruin theory and their applications. ASTIN Bulletin, 25, 153-175.
  4. Kobayashi, H., Mark, B.I. and Turin, W. (2012). Probability, Random Processes, and Statistical Analysis. Cambridge University Press, New York.
  5. Li, Sh. and Sendova, K.P. (2013). The finite-time ruin probability under the compound binomial risk model. European Actuarial Journal, 3, 249-271.
  6. Ortega, E-M., Alonso, J. and Ortega-Quiles, E. (2016). Comparison of multistate models with discrete-time pure-birth process for recurrent events and uncertain parameters. Communications in Statistics-Theory and Methods, 45, 1733-1746.
  7. Ross, S.M. (2007). Introduction to Probability Models. Ninth edition, Elsevier Inc., USA.
  8. Shaked, M. and Shanthikumar, J.G. (1994). Stochastic Orders and Their Applications. Academic Press, New York.

Details

Primary Language

English

Subjects

Mathematical Sciences

Journal Section

Research Article

Authors

Stefanka Chukova
New Zealand

Silvana Paralloi This is me
Bulgaria

Publication Date

July 31, 2022

Submission Date

December 24, 2021

Acceptance Date

February 21, 2022

Published in Issue

Year 2022 Volume: 14 Number: 1

APA
Chukova, S., Minkova, L., & Paralloi, S. (2022). Hypogeometric Distribution and Related Discrete Time Point Process. Istatistik Journal of The Turkish Statistical Association, 14(1), 1-10. https://izlik.org/JA28KJ47BC
AMA
1.Chukova S, Minkova L, Paralloi S. Hypogeometric Distribution and Related Discrete Time Point Process. IJTSA. 2022;14(1):1-10. https://izlik.org/JA28KJ47BC
Chicago
Chukova, Stefanka, Leda Minkova, and Silvana Paralloi. 2022. “Hypogeometric Distribution and Related Discrete Time Point Process”. Istatistik Journal of The Turkish Statistical Association 14 (1): 1-10. https://izlik.org/JA28KJ47BC.
EndNote
Chukova S, Minkova L, Paralloi S (July 1, 2022) Hypogeometric Distribution and Related Discrete Time Point Process. Istatistik Journal of The Turkish Statistical Association 14 1 1–10.
IEEE
[1]S. Chukova, L. Minkova, and S. Paralloi, “Hypogeometric Distribution and Related Discrete Time Point Process”, IJTSA, vol. 14, no. 1, pp. 1–10, July 2022, [Online]. Available: https://izlik.org/JA28KJ47BC
ISNAD
Chukova, Stefanka - Minkova, Leda - Paralloi, Silvana. “Hypogeometric Distribution and Related Discrete Time Point Process”. Istatistik Journal of The Turkish Statistical Association 14/1 (July 1, 2022): 1-10. https://izlik.org/JA28KJ47BC.
JAMA
1.Chukova S, Minkova L, Paralloi S. Hypogeometric Distribution and Related Discrete Time Point Process. IJTSA. 2022;14:1–10.
MLA
Chukova, Stefanka, et al. “Hypogeometric Distribution and Related Discrete Time Point Process”. Istatistik Journal of The Turkish Statistical Association, vol. 14, no. 1, July 2022, pp. 1-10, https://izlik.org/JA28KJ47BC.
Vancouver
1.Stefanka Chukova, Leda Minkova, Silvana Paralloi. Hypogeometric Distribution and Related Discrete Time Point Process. IJTSA [Internet]. 2022 Jul. 1;14(1):1-10. Available from: https://izlik.org/JA28KJ47BC