Parameter estimation and statistical test on bivariate zero inflated Poisson Inverse Gaussian with exposure variable

Ermawati*, Purhadi, Santi Puteri Rahayu

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This research focused on parameter estimation and hypothesis testing of Bivariate Zero-Inflated Poisson Inverse Gaussian Regression (BZIPIGR) type II. BZIPIGR model is a mixed Poisson distribution used to model data with excess-zero and overdispersion. The parameter estimation in this study used the Maximum Likelihood Estimation (MLE) method. The first derivative of the log-likelihood function from the BZIPIGR model had obtained not closed-form. Therefore, to maximize the likelihood function, it had used numerical iteration, namely the Berndt-Hall-Hall-Hausman (BHHH). The determination of the critical area and the significance of the model parameters had used the Maximum Likelihood Ratio Test (MLRT).

Original languageEnglish
Title of host publication7th International Conference on Mathematics - Pure, Applied and Computation
Subtitle of host publicationMathematics of Quantum Computing
EditorsMuhammad Syifa�ul Mufid, Dieky Adzkiya
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735442917
DOIs
Publication statusPublished - 19 Dec 2022
Event7th International Conference on Mathematics: Pure, Applied and Computation: , ICoMPAC 2021 - Surabaya, Indonesia
Duration: 2 Oct 2021 → …

Publication series

NameAIP Conference Proceedings
Volume2641
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference7th International Conference on Mathematics: Pure, Applied and Computation: , ICoMPAC 2021
Country/TerritoryIndonesia
CitySurabaya
Period2/10/21 → …

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