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For on-topic questions about statistics or machine learning used in marketing or market research.
8
votes
Poisson Gamma Mixture = Negative Binomially Distributed?
The negative binomial distribution is the Poisson-gamma mixture. Specifically, it can be established that:
$$\text{NegBin} \bigg( t \bigg| n, \frac{1}{\theta+1} \bigg)
= \int \limits_0^\infty \text{P …
1
vote
Coding a variable in regression that decays and goes negative and then to zero
For something like this I would recommend using some kind of state-space model where you have a hidden state-space that represents the underlying demand at some particular time. You could model the u …