Parameter Estimation for the Sichel Distribution and its Multivariate Extension
Sichel 分布及其多元扩展的参数估计
The Sichel distribution is a three-parameter compound Poisson distribution. It is a versatile model for highly skewed frequency distributions of observed counts and has proved useful in fields as diverse as mining engineering, linguistics, ecology, industrial psychology, and market research. We propose a reparameterization of the Sichel distribution and give an algorithm, which can be implemented on a typical desktop microcomputer, for computing the maximum likelihood…