HARRIS PROCESSES

dc.contributor.author	Sebastian, Sherly
dc.contributor.author	Jos, M. K
dc.contributor.author	Sandhya, E
dc.contributor.author	Raju, N
dc.date.accessioned	2025-02-12T06:20:30Z
dc.date.available	2025-02-12T06:20:30Z
dc.date.issued	2005-11
dc.identifier.citation	ResearchGate	en_US
dc.identifier.uri	: https://www.researchgate.net/publication/2123391
dc.identifier.uri	http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/449
dc.description.abstract	In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model, starting with a Poisson process, an alternate way of obtaining Harris process is introduced.	en_US
dc.language.iso	en	en_US
dc.publisher	International Journal of Agricultural and Statistical Sciences	en_US
dc.subject	Harris law	en_US
dc.subject	negative binomial distribution	en_US
dc.subject	probability generating function	en_US
dc.subject	Poisson process	en_US
dc.subject	Yule-Furry process	en_US
dc.subject	mixture	en_US
dc.title	HARRIS PROCESSES	en_US
dc.type	Article	en_US