The Poisson-weighted Sujatha Distribution with Properties and Applications

Rama Shanker¹ , Kamlesh Kumar Shukla²

Section:Research Paper, Product Type: Isroset-Journal
Vol.5 , Issue.5 , pp.231-242, Oct-2018

CrossRef-DOI:   https://doi.org/10.26438/ijsrmss/v5i5.231242

Online published on Oct 31, 2018

Copyright © Rama Shanker, Kamlesh Kumar Shukla . This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
 

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Abstract :
The Poisson distribution is an important discrete distribution for modeling count data having equi-dispersion. In this paper, a new discrete distribution for modeling count data having over-dispersion, namely, the Poisson-weighted Sujatha distribution which includes Poisson-Sujatha distribution has been proposed by compounding Poisson distribution with a two-parameter weighted Sujatha distribution. Its statistical properties including moments, coefficient of variation, skewness, kurtosis, index of dispersion, unimodality and increasing hazard rate have been discussed. Maximum likelihood estimation has been explained for estimating its parameters. Applications of the distribution have been discussed with some count datasets and its goodness of fit has been compared with other discrete distributions having over-dispersion.

Key-Words / Index Term :
Poisson- Sujatha distribution, Weighted- Sujatha distribution, Compounding, Moments, Skewness, Kurtosis, Maximum likelihood estimation, Applications

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