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一个计数数据模型:灵活的组件对象模型泊松分布

A Flexible Model for Count Data: The COM-Poisson Distribution
课程网址: http://videolectures.net/solomon_shmueli_count_data/  
主讲教师: Galit Shmuéli
开课单位: 印度商学院
开课时间: 2012-09-26
课程语种: 英语
中文简介:
计数数据出现在许多情况下,从字长到交通量到在线拍卖中的出价数量,以及通常在许多事件计数应用中。然而,这些数据的统计模型很少。泊松分布是用于建模计数数据的最流行的分布,但它受到等均色散假设的约束,使得它不太适合于对通常表现出过度色散或欠色散的实际数据进行建模。 COM-泊松分布是泊松分布的双参数推广,允许广泛的过色散和欠色散。它还包含伯努利和几何分布作为特殊情况,并且作为指数族的成员具有有用的统计特性。这种分布的灵活性和特殊性质促使各方面的方法论和应用研究迅速发展。在本次演讲中,我将介绍COM-Poisson分布和回归模型,并提到迄今已发布的其他几种COM-Poisson模型。我还将介绍COM-Poisson在各个领域的应用,包括公开限制,营销,运输和语言学。
课程简介: Count data arise in many contexts, from word lengths to traffic volume to number of bids in online auctions, and generally in many event-counting applications. Yet, there is a scarcity of statistical models for such data. The Poisson distribution is the most popular distribution for modeling count data, yet it is constrained by its equi-dispersion assumption, making it less than ideal for modeling real data that often exhibit over-dispersion or under-dispersion. The COM-Poisson distribution is a two-parameter generalization of the Poisson distribution that allows for a wide range of over-dispersion and under-dispersion. It also contains the Bernoulli and geometric distributions as special cases, and as a member of the exponential family has useful statistical properties. This distribution's flexibility and special properties have prompted a fast growth of methodological and applied research in various fields. In this talk, I will introduce the COM-Poisson distribution and regression model and mention several other COM-Poisson models that have been published thus far. I will also describe applications of the COM-Poisson in various areas including disclosure limitation, marketing, transportation and linguistics.
关 键 词: 计数; 统计模型; 假设约束
课程来源: 视频讲座网
最后编审: 2020-06-29:wuyq
阅读次数: 43