Journal
STATISTICAL METHODS AND APPLICATIONS
Volume 27, Issue 1, Pages 45-68Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s10260-017-0386-y
Keywords
Levy-Khintchine representation; Positive Stable distribution; Linnik distribution; Discrete Stable distribution; Discrete Linnik distribution; Mixture Poisson distribution; Hirsh index
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We introduce a new family of integer-valued distributions by considering a tempered version of the Discrete Linnik law. The proposal is actually a generalization of the well-known Poisson-Tweedie law. The suggested family is extremely flexible since it contains a wide spectrum of distributions ranging from light-tailed laws (such as the Binomial) to heavy-tailed laws (such as the Discrete Linnik). The main theoretical features of the Tempered Discrete Linnik distribution are explored by providing a series of identities in law, which describe its genesis in terms of mixture Poisson distribution and compound Negative Binomial distribution-as well as in terms of mixture Poisson-Tweedie distribution. Moreover, we give a manageable expression and a suitable recursive relationship for the corresponding probability function. Finally, an application to scientometric data-which deals with the scientific output of the researchers of the University of Siena-is considered.
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