Published
2017-05-16

Distribuciones clase (a, b): estimación y generación de números aleatorios

(a, b) class of distributions: estimation and generation of random numbers

DOI: https://doi.org/10.15332/s2027-3355.2017.0001.08
Cesar Escalante Coterio
MSc. Matemáticas Aplicadas. Gerencia Integral de Riesgos. Empresas Públicas de Medellín, EPM
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Abstract (en)

The estimate of the parameters of discrete probability distributions class (a,b) (Klugman et al. 2004, Escalante 2006) is presented in detail by methods of moments and maximum likelihood studied. A general algorithm is proposed to generate random numbers of distributions class (a,b). The results are presented so it can be implemented in any suitable programming language. Examples were made in R with real data taken from different disciplines.
Keywords: Random models of frequency, estimation of distribution class (a,b), risk theory, the collective risk model, Panjer’s algorithm.

 

 

Keywords (en): Random models of frequency, estimation of distribution class (a, b), risk theory, the collective risk model, Panjer’s algorithm.

Abstract (es)

Se presenta la estimación detallada de los parámetros de las distribuciones discretas de probabilidad clase (a,b) (Klugman et al. 2004, Escalante 2006) por los métodos de momentos y máxima verosimilitud. Se propone un algoritmo general para generar números aleatorios de las distribuciones clase (a,b). Los resultados se presentan de forma tal que puedan ser implementados en cualquier lenguaje de programación adecuado. Los ejemplos se realizaron en R con datos reales tomados de diferentes disciplinas. 

Keywords (es): Modelos aleatorios de frecuencia, estimación de distribuciones clase (a, b), , teoría de riesgos, modelo de riesgo colectivo, algoritmo de Panjer.

References

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How to Cite

Escalante Coterio, C. (2017). (a, b) class of distributions: estimation and generation of random numbers. Comunicaciones En Estadística, 10(1), 145-167. https://doi.org/10.15332/s2027-3355.2017.0001.08

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