负二项分布的广义线性模型及其应用  

Generalized Linear Model Based on Negative Binomial Distribution and Its Application

作　　者：陈卓恒[1] 

机构地区：[1]华侨大学数学科学学院,福建泉州362021

出　　处：《华侨大学学报（自然科学版）》2011年第2期226-230,共5页Journal of Huaqiao University(Natural Science)

基　　金：华侨大学科研基金资助项目(07HZR04)

摘　　要：讨论一类散度偏大的分布负二项分布的相关性质,以服从负二项分布的索赔次数为响应变量,引入风险分级变量和对数联结函数,建立广义线性模型.采用极大似然估计法进行参数估计,并用Wald检验法进行检验.最后,利用SAS软件包对一组保险索赔数据进行实证分析.The properties of the negative binomial distribution which is over-dispersion is discussed in the paper.A generalized linear model which based on the distribution is intruduced.The maximum likelihood estimates and wald test for the model are considered.At last the model is applied to a real data set of aggregate claims for automobile insurance using SAS package.

关 键 词：负二项分布 广义线性模型 WALD检验 风险分级 

分 类 号：O212[理学—概率论与数理统计] F84[理学—数学]