Poisson-weighted exponential distribution and its application on claim count data

This paper introduces the distribution of a Poisson-weighted exponential, P-WE, which is obtained by mixing the distributions of the Poisson and the weighted exponential, WE. The parameter estimation via the method of moments and the maximum likelihood procedure is shown, and the application of t...

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Bibliographic Details
Main Authors: Hossein Zamani, Noriszura Ismail
Format: Article
Published: Penerbit Universiti Kebangsaan Malaysia 2010
Online Access:http://journalarticle.ukm.my/1971/
http://journalarticle.ukm.my/1971/