| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0315077 |
| utime |
20240111140710.4 |
| mtime |
20090326235959.9 |
| WOS |
000260962300062 |
| title
(primary) (eng) |
Model for Difference of Two Series of Poisson-like Count Data |
| specification |
| page_count |
8 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0313927 |
| ISBN |
978-80-7372-387-3 |
| title
|
Proceedings of 26th International Conference Mathematical Methods in Economics 2008 |
| page_num |
505-512 |
| publisher |
| place |
Liberec |
| name |
Technical University of Liberec |
| year |
2008 |
|
| editor |
| name1 |
Řehořová |
| name2 |
Pavla |
|
| editor |
| name1 |
Maršíková |
| name2 |
Kateřina |
|
|
| title
(cze) |
Model pro rozdíl dvou Poissonových veličin |
| keyword |
Poisson distribution |
| keyword |
count data |
| keyword |
Skellam distribution |
| keyword |
MCMC |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA402/07/1113 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0228801 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
When the discrete count data are analyzed, we are often facing the problems with insufficient flexibility of Poisson distribution. However, in many instances the variable of the interest is the difference of two count variables. For these cases, so called Skellam distribution is available, derived originally as the difference of two correlated Poissons. The model contains latent variables, which leads quite naturally to the use of Bayes approach and to data augmentation via the Markov Chain Monte Carlo generation. |
| abstract
(cze) |
Při používání Poissonova rozdělení pravděpodobnosti často narážíme na problém jeho malé flexibility. Shrneme postupy, jak vhodně tuto distribuci modifikovat. Další možnost nabízejí situace, kdy analyzujeme rozdíl dvou Poissonovských veličin. Pro tento případ bylo odvozeno Skellamovo rozdělení. Ukážeme metodu statistické analýzy v tomto případě. Model zahrnuje latentní proměnné, proto je k analýze použito procedur MCMC (Markov Chain Monte Carlo). |
| action |
| ARLID |
cav_un_auth*0244094 |
| name |
26th International Conference Mathematical Methods in Economics 2008 |
| place |
Liberec |
| dates |
17.09.2008-19.09.2008 |
| country |
CZ |
|
| reportyear |
2009 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0165395 |
| arlyear |
2008 |
| mrcbU34 |
000260962300062 WOS |
| mrcbU56 |
http |
| mrcbU63 |
cav_un_epca*0313927 Proceedings of 26th International Conference Mathematical Methods in Economics 2008 978-80-7372-387-3 505 512 Sborník 26 mezinárodní konference Matematické metody v ekonomii 2008 Liberec Technical University of Liberec 2008 |
| mrcbU67 |
Řehořová Pavla 340 |
| mrcbU67 |
Maršíková Kateřina 340 |
|