You're using an outdated browser. Please upgrade to a modern browser for the best experience.
Submitted Successfully!
Thank you for your contribution! You can also upload a video entry or images related to this topic. For video creation, please contact our Academic Video Service.
Version Summary Created by Modification Content Size Created at Operation
1 Dinis Pestana -- 312 2024-09-25 09:54:14 |
2 formatted Vicky Zhou Meta information modification 312 2024-09-25 10:09:11 |

Video Upload Options

We provide professional Academic Video Service to translate complex research into visually appealing presentations. Would you like to try it?

Confirm

Are you sure to Delete?
Yes No
Cite
If you have any further questions, please contact Encyclopedia Editorial Office.
Mendonça, S.; Oliveira, A.A.; Pestana, D.; Rocha, M.L. Count Random Variables. Encyclopedia. Available online: https://encyclopedia.pub/entry/57131 (accessed on 05 December 2025).
Mendonça S, Oliveira AA, Pestana D, Rocha ML. Count Random Variables. Encyclopedia. Available at: https://encyclopedia.pub/entry/57131. Accessed December 05, 2025.
Mendonça, Sandra, António Alberto Oliveira, Dinis Pestana, Maria Luísa Rocha. "Count Random Variables" Encyclopedia, https://encyclopedia.pub/entry/57131 (accessed December 05, 2025).
Mendonça, S., Oliveira, A.A., Pestana, D., & Rocha, M.L. (2024, September 25). Count Random Variables. In Encyclopedia. https://encyclopedia.pub/entry/57131
Mendonça, Sandra, et al. "Count Random Variables." Encyclopedia. Web. 25 September, 2024.
Peer Reviewed
Count Random Variables

The observation of randomness patterns serves as guidance for the craft of probabilistic modelling. The most used count models—Binomial, Poisson, Negative Binomial—are the discrete Morris’ natural exponential families whose variance is at most quadratic on the mean, and the solutions of Katz–Panjer recurrence relation, aside from being members of the generalised power series and hypergeometric distribution families, and this accounts for their many advantageous characteristics. Some other basic count models are also described, as well as models with less obvious but useful randomness patterns in connection with maximum entropy characterisations, such as Zipf and Good models. Simple tools, such as truncation, thinning, or parameter randomisation, are straightforward ways of constructing other count models.

discrete models count random variables Panjer’s family hierarchical models

For any 𝒮={𝑥𝑘}𝑘𝕂, with 𝕂0={0,1,}, and for any sequence {𝑝𝑘}𝑘𝕂 such that 𝑝𝑘0 for any 𝑘𝕂 and

is a discrete lattice random variable with support 𝒮 and probability mass function {𝑝𝑘}𝑘𝕂. If 𝑥𝑘=𝑘0, X is a count random variable.

In most cases, the probability mass function {𝑝𝑘}𝑘𝕂 is not interesting, since it is difficult to deal with and there is no clear interpretation of the pattern of randomness it describes. The craft of probabilistic modelling (Gani (1986) [1]) uses a diversity of criteria to describe and select models, namely, those arising from randomness patterns (such as counts in Bernoulli trials, sampling with or without replacement, and random draws from urns). Another source of the rationale description of count models are characterisation theorems based on structural properties (e.g., a power series distribution with mean = variance, or maximum Shannon entropy with prescribed arithmetic and/or geometric mean). Recurrence relationships (for instance, ) or mathematical properties (for instance, the variance being at most a quadratic function of the expectation) also define interesting families of discrete random variables. On the other hand, asymptotic properties such as arithmetic properties, namely, infinite divisibility, discrete self-decomposability, and stability, serve as guidance in model choice.

References

  1. Gani, J. The Craft of Probabilistic Modelling: A Collection of Personal Accounts; Springer: New York, NY, USA, 1986.
More
Upload a video for this entry
Information
Contributors MDPI registered users' name will be linked to their SciProfiles pages. To register with us, please refer to https://encyclopedia.pub/register : Sandra Mendonça , António Alberto Oliveira , Dinis Pestana , Maria Luísa Rocha
View Times: 531
Online Date: 25 Sep 2024
1000/1000
Hot Most Recent
Notice
You are not a member of the advisory board for this topic. If you want to update advisory board member profile, please contact office@encyclopedia.pub.
OK
Confirm
Only members of the Encyclopedia advisory board for this topic are allowed to note entries. Would you like to become an advisory board member of the Encyclopedia?
Yes
No
Academic Video Service