A generalization of zero-truncated Poisson-Sujatha distribution

Abstract

In this study, the authors propose a generalization of the zero-truncated Poisson-Sujatha distribution that includes both the zero-truncated Poisson-Lindley and the zero-truncated PoissonSujatha distributions as special cases. The statistical properties based on moments, including behaviours due to the coefficient of variation, skewness, kurtosis, and the index of dispersion are studied. The estimation of parameters using maximum likelihood is carried out. Finally, the goodness of fit of the proposed distribution is presented with four datasets.