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A generalized Erlang distribution showing overdispersion

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  • Luceño, Alberto

Abstract

This article is directed toward situations where individuals can experience repeated events during an interval of time. A common difficulty when using Poisson and Erlang models is that the estimates of the variance based on the mean/variance structures of the models are often untrustworthy due to overdispersion. In this article a generalized Erlang distribution is described, which introduces parameters that control the variance independently of the mean and generate different degrees of overdispersion.

Suggested Citation

  • Luceño, Alberto, 1996. "A generalized Erlang distribution showing overdispersion," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 375-386, August.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:4:p:375-386
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    References listed on IDEAS

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    1. Cameron, A Colin & Trivedi, Pravin K, 1986. "Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(1), pages 29-53, January.
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