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Abstract Details
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Activity Number:
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526
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Type:
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Contributed
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Date/Time:
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Wednesday, August 3, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #301184 |
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Title:
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A Moment Preserving Finitization Across the Power Series Family of Probability Distributions
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Author(s):
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Martin Stuart Levy*+ and James J. Cochran and Saeed Golnabi
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Companies:
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University of Cincinnati and Louisiana Tech University and Optimum Office Solutions
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Address:
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PO Box 210130, Cincinnati, OH, 45221,
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Keywords:
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Poisson distribution ;
Taylor series expansion ;
power series family of distributions ;
moments ;
finitization ;
variate simulation
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Abstract:
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Finitization transforms a discrete distribution into a distribution with smaller support of specified size. In special cases finitization preserves moments; moments of the order n finitization coincide with those of the first n moments of the parent distribution. We create a moment preserving finitization method for power series distributions by introducing an alternative representation and showing how to finitize members of this new class in a manner that preserves moments of the parent distribution. We provide results on convolutions and a reproductive property for power series distributions that have been finitized in this manner. We describe how these finitized distributions accelerate variate generation in simulation trials.
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