Affiliations: [a] Departamento de estadística, ITAM, CDMX, México | [b] Department of Mathematics and Statistics, Brock University, St. Catharines, ON, Canada
Corresponding author: Abdolnasser Sadeghkhani, Departamento de estadistica, ITAM, CDMX, Mexico. E-mail: [email protected].
Abstract: In this paper, we introduce a multiple-inflated Poisson distribution that can handle count data with multiple inflated values. We explore a Bayes predictive distribution for future observation under Kullback Leibler loss function and a class of shrinkage priors, along with plug-in type pmf estimators. To illustrate how well the proposed pmf estimators perform, we provide both a simulated study and a real example analyzing a dataset of National Hockey League (NHL) shootout losses in 2017/18.
Keywords: Bayes predictive distribution estimation, count data, Kullback Leibler loss function, multiple-inflated poisson distribution, plug-in pmf estimator, shrinkage prior