American Journal of Mathematics and Statistics
p-ISSN: 2162-948X e-ISSN: 2162-8475
2020; 10(3): 70-78
doi:10.5923/j.ajms.20201003.02

Rama Shanker 1, Kamlesh Kumar Shukla 2, Tekie Asehun Leonida 3
1Department of Statistics, Assam University, Silchar, India
2Department of Statistics, Mainefhi College of Science, Asmara, Eritrea
3Department of Applied Mathematics, University of Twente, The Netherlands
Correspondence to: Rama Shanker , Department of Statistics, Assam University, Silchar, India.
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Copyright © 2020 The Author(s). Published by Scientific & Academic Publishing.
This work is licensed under the Creative Commons Attribution International License (CC BY).
http://creativecommons.org/licenses/by/4.0/

A two-parameter Poisson-Sujatha distribution which is a Poisson mixture of two-parameter Sujatha distribution, and includes Poisson-Sujatha distribution as particular case has been proposed. Its moments and moments based measures including coefficient of variation, skewness, kurtosis and index of dispersion have been obtained. Maximum likelihood estimation has been explained for estimating its parameters. Goodness of fit of the proposed distribution has been explained with two over-dispersed count datasets and the fit has been compared with one parameter Poisson-Lindley distribution and Poisson-Sujatha distribution and a generalization of Poisson-Sujatha distribution.
Keywords: Sujatha distribution, Poisson-Sujatha distribution, Two-parameter Sujatha distribution, Moments based measures, Maximum likelihood estimation
Cite this paper: Rama Shanker , Kamlesh Kumar Shukla , Tekie Asehun Leonida , A Two-Parameter Poisson-Sujatha Distribution, American Journal of Mathematics and Statistics, Vol. 10 No. 3, 2020, pp. 70-78. doi: 10.5923/j.ajms.20201003.02.
and introduced by Shanker (2016 a) is ![]() | (1.1) |
![]() | (1.2) |
, gamma
and gamma
distributions and defined by its pdf![]() | (1.3) |
is a scale parameter and
is a shape parameter. Lindley distribution and Sujatha distribution are the particular cases of AGSD for
and
, respectively. Various statistical properties, estimation of parameters and applications of AGSD have been discussed by Shanker et al (2017).Shanker and Shukla (2019) derived a generalization of Poisson-Sujatha distribution (AGPSD) by mixing Poisson distribution with AGSD. The AGPSD is defined by its pmf ![]() | (1.4) |
and
, respectively. Statistical properties based on moments, unimodality and increasing hazard rate, estimation of parameter and applications of AGPSD have been studied by Shanker and Shukla (2019). Mussie and Shanker (2018) proposed a two-parameter Sujatha distribution (TPSD) defined by its pdf![]() | (1.3) |
is a scale parameter and
is a shape parameter. It can be easily verified that (1.3) reduces to Sujatha distribution (1.1) and size-biased Lindley distribution (SBLD) for
and
respectively.The main motivation for proposing a two-parameter Poisson-Sujatha distribution (TPPSD) are (i) Sujatha distribution is a better model than both exponential and Lindley distribution for modeling lifetime data, and PSD being a Poisson mixture of Sujatha distribution gives better fit than both Poisson and Poisson-Lindley distribution (PLD), and (ii) TPSD gives much better fit than exponential, Lindley and Sujatha distribution, it is expected that TPPSD being a Poisson mixture of TPSD would provide better fit over PLD, PSD and other discrete distributions. Keeping these points in mind, a two-parameter Poisson-Sujatha distribution (TPPSD), a Poisson mixture of TPSD has been proposed and its moments and moments based measures have been obtained and their behaviors have been studied. Maximum likelihood estimation of TPPSD has been discussed for the estimation its parameters and its applications have been discussed with two examples of observed count datasets from ecology and demography.
is said to follow a two-parameter Poisson-Sujatha distribution (TPPSD) if
and
. That is,
, and
The pmf of unconditional random variable
can be obtained as![]() | (2.1) |
![]() | (2.2) |
, it reduces to one parameter PSD given in (1.2). It can be easily shown that TPPSD is unimodal and has increasing hazard rate. Since
is decreasing function in
is log-concave. Now using the results of relationship between log-concavity, unimodality and increasing hazard rate (IHR) of discrete distributions available in Grandell (1997), it can concluded that TPPSD has an increasing hazard rate and unimodal. The behavior of the pmf of TPPSD for varying values of parameters
and
are shown in figure 1. ![]() | Figure 1. Behaviour of pmf of TPPSD for varying values of parameters and ![]() |
factorial moment about origin
of TPPSD (2.2) can be obtained as
, where
. Using (2.1), the
factorial moment about origin
of TPPSD (2.2) can be obtained as
Taking
within the bracket, we get
After some tedious algebraic simplification, a general expression for the
factorial moment about origin
of TPPSD (2.2) can be expressed as![]() | (3.1) |
, the expression (3.1) reduces to the corresponding expression of PSD. Substituting
in (3.1), the first four factorial moments about origin of TPSD can be obtained as
Now using the relationship between factorial moments about origin and moments about origin, the first four moment about origin of the TPPSD are obtained as
Using the relationship between moments about mean and the moments about origin, the moments about mean of TPPSD are obtained as
The coefficient of variation
, coefficient of Skewness
, coefficient of Kurtosis
, and index of dispersion
of TPPSD are thus given by
It can be easily verified that at
, expressions of these statistical constants of TPPSD reduce to the corresponding expressions for PSD. The behaviors of coefficient of variation (C.V), coefficient of skewness (C.S), coefficient of kurtosis (C.K) and index of dispersion (I.D) of TPPSD for varying values of parameters
and
have been explained through graphs and presented in figure 2.![]() | Figure 2. Behaviors of coefficient of variation (C.V), coefficient of skewness (C.S), coefficient of kurtosis (C.K) and index of dispersion (I.D) of TPPSD for varying values of parameters and ![]() |
be a random sample of size
from TPPSD and
be the observed frequency in the sample corresponding to
such that
, where
is the largest observed value having non-zero frequency. The likelihood function
of TPPSD is given by
The log likelihood function is thus obtained as
The maximum likelihood estimates
of
of TPPSD is the solutions of the following log likelihood equations 
where
is the sample mean. These two log likelihood equations do not seem to be solved directly because they do not have closed forms. Therefore, to find the maximum likelihood estimates of parameters an iterative method such as Fisher Scoring method, Bisection method, Regula Falsi method or Newton-Raphson method can be used. In this paper Newton-Raphson method has been used using R-software.
|
|
, where
is the number of parameters involved in the distribution. The distribution having less value of chi-square and AIC is the better distribution. Based on the values of chi-square and AIC of the considered distribution, it is obvious that TPPSD is competing well with the considered one parameter and two-parameter discrete distributions and, therefore, TPPSD can be considered an important two-parameter discrete distribution for ecology and migration data.