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Hypogeometric Distribution and Related Discrete Time Point Process

Year 2022, Volume: 14 Issue: 1, 1 - 10, 31.07.2022

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.

References

  • 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.
  • 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.
  • 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.
  • Kobayashi, H., Mark, B.I. and Turin, W. (2012). Probability, Random Processes, and Statistical Analysis. Cambridge University Press, New York.
  • Li, Sh. and Sendova, K.P. (2013). The finite-time ruin probability under the compound binomial risk model. European Actuarial Journal, 3, 249-271.
  • 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.
  • Ross, S.M. (2007). Introduction to Probability Models. Ninth edition, Elsevier Inc., USA.
  • Shaked, M. and Shanthikumar, J.G. (1994). Stochastic Orders and Their Applications. Academic Press, New York.
Year 2022, Volume: 14 Issue: 1, 1 - 10, 31.07.2022

Abstract

References

  • 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.
  • 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.
  • 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.
  • Kobayashi, H., Mark, B.I. and Turin, W. (2012). Probability, Random Processes, and Statistical Analysis. Cambridge University Press, New York.
  • Li, Sh. and Sendova, K.P. (2013). The finite-time ruin probability under the compound binomial risk model. European Actuarial Journal, 3, 249-271.
  • 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.
  • Ross, S.M. (2007). Introduction to Probability Models. Ninth edition, Elsevier Inc., USA.
  • Shaked, M. and Shanthikumar, J.G. (1994). Stochastic Orders and Their Applications. Academic Press, New York.
There are 8 citations in total.

Details

Primary Language English
Subjects Mathematical Sciences
Journal Section Research Article
Authors

Stefanka Chukova

Leda Minkova

Silvana Paralloi This is me

Publication Date July 31, 2022
Acceptance Date February 21, 2022
Published in Issue Year 2022 Volume: 14 Issue: 1

Cite

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.
AMA Chukova S, Minkova L, Paralloi S. Hypogeometric Distribution and Related Discrete Time Point Process. IJTSA. July 2022;14(1):1-10.
Chicago Chukova, Stefanka, Leda Minkova, and Silvana Paralloi. “Hypogeometric Distribution and Related Discrete Time Point Process”. Istatistik Journal of The Turkish Statistical Association 14, no. 1 (July 2022): 1-10.
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 S. Chukova, L. Minkova, and S. Paralloi, “Hypogeometric Distribution and Related Discrete Time Point Process”, IJTSA, vol. 14, no. 1, pp. 1–10, 2022.
ISNAD Chukova, Stefanka et al. “Hypogeometric Distribution and Related Discrete Time Point Process”. Istatistik Journal of The Turkish Statistical Association 14/1 (July 2022), 1-10.
JAMA 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, 2022, pp. 1-10.
Vancouver Chukova S, Minkova L, Paralloi S. Hypogeometric Distribution and Related Discrete Time Point Process. IJTSA. 2022;14(1):1-10.