2020-10-20 | probability, minimum bias, glm, exponential family
Introduction This post introduces four short expository notes describing exponential family distributions that are often used to model insurance losses. The exponential family underlies generalized linear models (GLMs), a
2020-10-20 | probability, minimum bias, glm, exponential family
Part III of a four part series “Minimum Bias and Exponential Family Distributions”.
2022-01-20 | mathematics, probability
Random variables can converge in several different ways. Here is a brief introduction, highlighting examples of the different behaviors that can occur. Many of the examples below are taken from
2020-10-20 | probability, minimum bias, glm, exponential family
Part IV of a four part series “Minimum Bias and Exponential Family Distributions”.
2020-10-20 | probability, minimum bias, glm, exponential family
Part II of a four part series “Minimum Bias and Exponential Family Distributions”.
2020-10-20 | probability, minimum bias, glm, exponential family
Part I of a four part series “Minimum Bias and Exponential Family Distributions”.
2018-09-15 | probability, distribution, frequency, mixed
A random variable \(N\) is \(G\)-mixed Poisson if \(N\mid G\) has a Poisson \(nG\) distribution for some fixed non-negative \(n\) and a non-negative mixing
2022-01-28 | presentations, writing, statistics, probability