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Applied Statistics in Social
Sciences
Emilio Gómez-Déniz
Department of Quantitative Methods
University of Las Palmas de Gran Canaria, Spain
Enrique Calderín-Ojeda
Department of Economics
University of Melbourne, Victoria, Australia

p,
p,
A SCIENCE PUBLISHERS BOOK
A SCIENCE PUBLISHERS BOOK
First edition published 2022
by CRC Press
6000 Broken Sound Parkway NW, Suite 300, Boca Raton, FL 33487-2742
and by CRC Press
4 Park Square, Milton Park, Abingdon, Oxon, OX14 4RN
© 2022 Taylor & Francis Group, LLC

CRC Press is an imprint of Taylor & Francis Group, LLC

Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot
assume responsibility for the validity of all materials or the consequences of their use. The authors and publishers
have attempted to trace the copyright holders of all material reproduced in this publication and apologize to
copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been
acknowledged please write and let us know so we may rectify in any future reprint.
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utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented, including
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Library of Congress Cataloging‑in‑Publication Data (applied for)

ISBN: 978-0-367-64204-4 (hbk)

ISBN: 978-0-367-64205-1 (pbk)
ISBN: 978-1-003-12343-9 (ebk)
DOI: 10.1201/9781003123439

Typeset in Times New Roman

by Radiant Productions
Preface

This book reviews some of the more relevant statistical distributions in the literature
and their application in several fields of social sciences, including actuarial statistics,
finance, income distributions, regional geography, tourism, etc. Undoubtedly, the
tool of probability distributions, discrete and continuous, univariate and multivariate,
constitutes the fundamental element of work in all these settings. Hence, the first chapter
of this book aims to know and present the most important statistical distributions used
in those scenarios. Readers with extensive knowledge in the field can ignore this chapter
if they are interested in reading later chapters. Therefore, we would like to emphasize
that this text is designed in a self-contained way so that those readers who wish to refer to
a specific area for those readers who are interested in a particular area can refer directly
to it without reading previous chapters.
In the second chapter, we study the application of the statistical distributions
described in the first chapter in insurance and finance. Here, different methodologies
to deal with aggregate claims in an insurance portfolio are discussed. Furthermore,
we provide several mathematical methods to calculate premiums and risk measures
in insurance, reinsurance, and finance. Finally, risk ordering is considered in the final
section of this chapter. In 2019, the tourism industry constituted 10% of the world’s
gross domestic product. For that reason, in the third chapter, we consider using the
more relevant probabilistic families in tourism. We will focus on variables such as
the length of tourist stay at holiday destinations and the expenditure per tourist. This
book’s final chapter briefly addresses four areas of economics that have attracted much
interest in recent decades from the research community. These include stochastic frontier
models, models in Geography in an urban agglomeration analysis, duration models,
and income distribution models.
A list of exercises proposed at the end of each chapter is included. We encourage
the readers to complete this set of problems and prove and obtain the results given in
each question. These exercises are, on many occasions, the results of the derivations
implemented in each of these chapters. Therefore, they constitute in themselves
an invaluable source of expansion of the knowledge acquired in the corresponding
chapter.
Whether or not engaged in research, we hope that readers find this book a reliable
source of information. Without a doubt, we will also appreciate your sending us all the
errors that it may contain.
Contents

Preface iii
List of Figures vii
List of Tables ix

1. Basic Statistical Distributions 1

1.1 Introduction 1
1.2 Univariate discrete distributions 2
1.2.1 Bernoulli distribution 2
1.2.2 Binomial distribution 3
1.2.3 Moment and probability generating functions 4
1.2.4 Poisson distribution 6
1.2.5 Negative binomial distribution 11
1.2.6 The geometric distribution 13
1.2.7 Logarithmic distribution 15
1.3 Univariate continuous distributions 16
1.3.1 Normal distribution 16
1.3.2 Lognormal distribution 17
1.3.3 Gamma distribution 18
1.3.4 Exponential distribution 20
1.3.5 Weibull distribution 21
1.3.6 Inverse Gaussian distribution 23
1.3.7 Family of Pareto distributions 25
1.3.8 Classical Pareto distribution 25
1.3.9 Pareto type II or Lomax distribution 27
1.3.10 Beta distribution 28
1.4 Deriving new distributions 29
1.4.1 Mixture of distribution 29
1.4.2 Composite models 33
1.4.3 General composite models 35
1.5 Multivariate distributions 35
1.5.1 Bivariate Poisson distribution 35
1.5.2 Bivariate Poisson distribution. An alternative parametrization 36
Contents v

1.6 Multivariate continuous distributions 38

1.6.1 The multivariate normal distribution 38
1.6.2 Bivariate exponential distribution 41
1.7 Criteria for model validation 42
1.7.1 Hypothesis testing 42
1.7.2 Other measures of model selection 44
1.7.3 Graphical methods of model selection 44
Exercises 46

2. Statistical Distributions in Insurance and Finance 49

2.1 Introduction 49
2.2 Individual and collective risk models 50
2.2.1 Individual risk model 50
2.2.2 Collective risk model 52
2.2.3 Compound Poisson distribution 55
2.2.4 Compound negative binomial distribution 55
2.3 Classes of discrete probability distributions 56
2.3.1 The (a, b, 0) class of distributions 56
2.3.2 The (a, b, 1) class of distributions 56
2.4 A recursive expression for the aggregate claims distribution 59
2.5 Premium calculation principles 62
2.5.1 Examples 62
2.5.2 Properties of premium calculation principles 65
2.6 Risk measures 67
2.6.1 Value at Risk (VaR) 67
2.6.2 Tail Value at Risk (TVaR) 69
2.6.3 Conditional Tail Expectation (CTE) and Expected Shortall (ES) 70
2.6.4 Properties of risk measures 72
2.7 Reinsurance 73
2.7.1 Type of reinsurance 74
2.8 Comparing risks 77
2.8.1 Stochastic dominance 77
2.8.2 Stochastic dominance and stop-loss premiums 79
2.8.3 Stop-Loss order and Stop-Loss Reinsurance 82
Exercises 82

3. Statistical Distributions in Tourism 85

3.1 Introduction 85
3.2 Data 86
3.3 The length of stay variable 90
3.3.1 Models 92
3.3.2 Numerical illustration 97
3.4 The expenditure variable 98
vi  Applied Statistics in Social Sciences

3.5 Compound models 102

3.5.1 The compound Poisson model 104
3.5.2 The compound positive negative binomial model 105
3.6 Bivariate model 108
3.6.1 Some methods of estimation 111
3.7 Generalized additive model 116
Exercises 117

4. Statistical Distributions in Other Fields 121

4.1 Introduction 121

4.2 Stochastic frontier analysis 122
4.2.1 The general model 124
4.2.2 The normal-exponential model 124
4.2.3 The normal-half normal model 126
4.2.4 The normal-truncated normal model 127
4.2.5 An example 127
4.3 Geography: The size distribution of cities 130
4.3.1 The composite lognormal-Pareto 132
4.3.2 Data 134
4.3.3 Numerical results 135
4.4 ACD models 138
4.4.1 The general model 140
4.4.2 Specific models 140
4.4.3 Extensions 143
4.4.4 An empirical example 145
4.5 Income 147
4.5.1 Basic elements 149
4.5.2 Inequality measures and population functions 150
4.5.3 Lorenz ordering 151
4.5.4 Estimation 152
4.5.5 Leimkuhler curve 155
Exercises 156
Bibliography 159
Index 175
List of Figures

1.1 Probability mass function of the binomial distribution Bi(m, p) with m = 5 6

and p = 0.2 (top left), 0.3 (top right), 0.5 (bottom left) and 0.7 (bottom right)
1.2 Probability mass function of the Poisson distribution P(λ) for different 8
values of the parameter. λ = 1 (top left), 2 (top right), 5 (bottom left)
and 7 (bottom right)
1.3 Probability mass function of the geometric distribution with parametrization 15
(1.6) and p = 0.3 (left) and p = 0.5 (right)
1.4 Probability density function of the normal distribution (1.7) for different 18
values of the parameters μ and σ
1.5 Probability density function of the lognormal distribution (1.8) for 19
different values of the parameter μ and σ = 1
1.6 Probability density function of the gamma distribution (1.9) with σ = 1.5 20
and different values of the parameter α
1.7 Probability density function of the exponential distribution (1.12) for 21
different values of the parameter σ
1.8 Probability density function of the Weibull distribution (1.13) with 23
σ = 1.5 and different values of the parameter α
1.9 Probability density function of the inverse Gaussian distribution (1.14) 24
with λ = 1.5 and different values of the parameter μ
1.10 Probability density function of the Pareto distribution (1.16) with 26
σ = 1.5 and different values of the parameter α
1.11 Probability density function of the Lomax distribution (1.17) with 27
σ = 1.5 and different values of the parameter α
1.12 Probability density function of the beta distribution (1.18) with β = 0.5 29
and different values of the parameter α
1.13 Probability density function (left panel) and contour plot (right panel) 40
of the bivariate normal distribution (1.25) with parameter values μ1 = 1,
μ2 = 1.5, σ1 = 0.5, σ2 = 0.4 and ρ = 0.7
1.14 Q-Q plot. Sample quantiles are obtained from 1000 random variates 46
from lognormal with μ = 0.5 and σ = 1. Theoretical quantiles are
obtained from lognormal with μ̂ = 0.4909 and σ̂ = 1.0256
3.1 Observed count of the length of stay variable 92
3.2 Graphs of the pmf given in (3.3) for special cases of parameters α and θ 95
viii  Applied Statistics in Social Sciences

3.3 Observed and expected counts under the model with latent class without 98
covariates
3.4 Smooth kernel density estimate of the empirical expenditure data 101
3.5 Smooth kernel density estimate of the empirical expenditure data and 102
the pdf of the LSN distribution obtained for estimated parameters
provided in Table 3.6
3.6 Empirical smooth distribution (left) and fitted model (right) 114
3.7 Fitted functions for the smoothed variables in the GAM model. From 117
top to down and left to right we have log(EO), log(ED) and log(Age)
4.1 Marginal distribution in the NHN, NE and NTN models for different 129
values of parameters
4.2 Zipf plots for the size of the French communes (years 1962, 1975, 1990, 139
1999, 2006 and 2012)
4.3 Pareto LC for special values of its parameters: α = 1.1 (dashed), α = 1.5 152
(thin) and α = 2 (thick)
4.4 Empirical and fitted Lorenz curves based on 1977 CPS data for 154
cross-sectional family, in the U.S.A
4.5 Aggarwal LC for special values of its parameters. α = 0.5 (dashed), 155
α = 2 (thin) and α = 3 (thick)
4.6 Plot of the Leimkuhler curves of the classical Pareto distribution for 156
special values of its parameters. α = 1.1 (dashed), α = 1.5 (thin) and
α = 2 (thick)
List of Tables

2.1 Observed and fitted automobile insurance claims for models in the 58
(a, b, 0) class
3.1 Example of the first twenty five observations 88
3.2 Tourism data. Summary statistics for each variable. Filtered database 89
3.3 Observed counts for the variable length of stay 93
3.4 Maximum likelihood estimates and standard error (SE) in parenthesis 97
for the data obtained by using (3.2) without including covariates
3.5 Results based on the bimodal distribution. The dependent variable is 98
length of stay
3.6 Parameters estimates, their p-values in brackets, maximum of the 101
loglikelihood function, AIC and CAIC for the data expenditure at
destination without including covariates
3.7 Parameters estimates and p-values in brackets, maximum of the 107
loglikelihood function, AIC and CAIC for the data expenditure at
destination without including covariates
3.8 Results based on LSN, compound Poisson and compound negative 107
binomial models. Dependent variable, aggregate expenditure at
destination
3.9 Results based on the Farlie-Gumbel Morgenstern copula without including 113
covariates
3.10 Results based on the Farlie-Gumbel Morgenstern copula 115
3.11 Results based on OLS and GAM models. Dependent variable, LS 117
4.1 Production data (Greene, 1980a) 128
4.2 Stochastic production frontier estimates 130
4.3 Estimated technical efficiency 131
4.4 Number of communes and some descriptive statistical measures for 134
the size of the French communes
4.5 Parameter estimates obtained by ML estimation for the models considered 135
for the size of the French communes
4.6 Values of tail index α and unrestricted mixing weight r for the size of 136
the French communes
4.7 NLL (above) and HQIC (below) values evaluated at ML estimates of 136
the models considered for the size of the French communes
x  Applied Statistics in Social Sciences

4.8 Kolmogorov-Smirnov test statistic (KS) and its corresponding p-values 137
(in brackets) for Pareto, lognormal and CLP distributions for the size
of the French communes
4.9 100 first observations for ACD model 146
4.10 Maximum likelihood estimates, statistics and misspecification tests of 148
the different ACD(1,1) models
4.11 Some classical parametric LCs 153
4.12 Data for cross-sectional family, in the U.S.A. (source Ryu and Slottje, 1996) 153
4.13 Results for the parameters estimates and MSE and MAX criteria 154
based on 1977 CPS data for cross-sectional family, in the U.S.A.
(source Ryu and Slottje, 1996)
Chapter 1

Basic Statistical Distributions

1.1 Introduction
In this chapter we will introduce the elemental distributions that will be used in
the following chapters. Readers interested solely in statistical applications of these
model aspects may wish to skip this chapter. We begin this chapter by presenting
the most essential discrete univariate distributions supported by nonnegative and
positive integers. We will continue discussing the univariate distributions of a con-
tinuous nature that will be used in the following chapters. Here we discuss some of
the most relevant properties of continuous distributions defined in the real line and
support in the positive real numbers.
In the next section, two methods for generating new probability distributions will
be introduced. The first of them is based on the mixture of distributions. A mixture
distribution is the probability distribution that results from assuming that a ran-
dom variable is distributed according to some parametrized distribution, with some
of the parameters of that distribution is considered to be a random variable. The
resulting model, also known as unconditional distribution, is the result of marginal-
izing or integrating over the latent random variable that represents the parameter
of the parametrized distribution or conditional distribution. Next, we examine the
recently proposed continuous composite models. These models combine several trun-
cated probability density functions through splicing. In this sense, after partitioning
the dataset into several domains, different weighted truncated distributions are as-
sumed for various ranges of the random variable. By using this idea, two different
methodologies to generate composite models will be discussed in that section.
In the final part of this chapter, we briefly discuss some useful discrete and con-
tinuous multivariate distributions to describe the probabilities for a group of random
variables. We firstly provide a detailed treatment of multivariate discrete random
variables, emphasizing the Poisson case. The methodology proposes in this chap-
ter can be extended to other discrete probabilistic families. Finally, two continuous
multivariate distributions are illustrated in this chapter, the multivariate normal or
2 Basic Statistical Distributions

Gaussian distribution, or joint normal distribution which is a generalization of the

normal distribution to higher dimensions. This model is used to describe any set of
correlated real-valued random variables, each of them clustering around its mean.
One definition is that a random vector is said to be p-variate normally distributed
if every linear combination of its p components has a univariate normal distribu-
tion. Properties of this multivariate family are examined. Moreover, the bivariate
exponential distribution is also examined in this section. Selection and validation of
models concludes the chapter.

1.2 Univariate discrete distributions

In this section, we examine the most essential discrete univariate distributions sup-
ported by nonnegative and positive integers.

1.2.1 Bernoulli distribution

The Bernouilli random variable arises in random experiments with two possible out-
comes: success or failure. The probability of success is denoted by p where as the
probability of failure is 1 − p, with 0 ≤ p ≤ 1. This type of random variable is called
the Bernouilli trial or the Bernouilli experiment. The Bernouilli random variable is
defined below:
Definition 1.1 The random variable:
N = {Number of successes in a Bernouilli type experiment} ,
it is called as Bernoulli variable, and it is denoted by N ∼ Ber(p).
A Bernouilli variable only takes two values, 0 y 1, and its probability mass func-
tion is given by

Pr(N = 1) = p, Pr(N = 0) = 1 − p = q,
or simply
Pr(N = n) = pn (1 − p)1−n , n = 0, 1.
Moment of order k about the origin is,
E(N k ) = 0k · Pr(N = 0) + 1k · Pr(N = 1) = p.
The mean and variance are given by
E(N ) = p, var(N ) = p(1 − p).
The latter expressions can be derived via the moment generating function (mgf)
by differentiation. The latter function is provided by
MN (t) = E(etN ) = 1 − p + pt,
with t ∈ R.
1.2. UNIVARIATE DISCRETE DISTRIBUTIONS 3

Example 1.1 An insurance agent makes phone calls to sell life insurances. The
result of a call is classified as a success if he sells the policy, which occurs with a
probability of 0.3, and failure if he does not sell it. Model this action as a Bernoulli
experiment.

Solution: The random variable


1 if he sells the insurance policy,
N=
0 otherwise,

is of Bernouilli type, with probability of success p = 0.2. The probability mass

function is
Pr(N = n) = 0.3n (1 − 0.3)1−n , n = 0, 1.
The mean and variance of N are respectively: E(N ) = p = 0.3 and var(N ) =
p(1 − p) = 0.21. 2

1.2.2 Binomial distribution

Let us now suppose that we carry out n Bernouilli type experiments satisfying the
following two conditions:

1. The experiment are identical, i.e., the probability of success p is the same in
all the trials.

2. The experiment are independent, i.e., the outcome of an experiment does not
influence in the outcome of the other experiments.

Under these conditions, the binomial distribution is defined as follows:

Definition 1.2 Let us consider n independent Bernoulli experiment with probability
of success p are carried out. Then, the random variable:

N = {Number of successes in the n trials} ,

is named binomial, and the corresponding probability distribution, is called binomial

distribution.
It is denoted as X ∼ Bi(m, p). The probability mass function is given by
 
m n
Pr(N = n) = p (1 − p)m−n , with n = 0, 1, . . . , m.
n

The random variable can take values in the set {0, 1, . . . , m}. If n successes
are obtained, then this implies that m − n failures are achieved. Therefore, since
the experiments are independent and identically distributed, the probability of n
successes and m − n failures is

pn (1 − p)m−n .
4 Basic Statistical Distributions

Now, the number of ways to get n successes (and m − n failures) in m trials is

obtained by the formula of the permutations with repetition:
 
n m! m
P Rn,m−n = = ,
n!(m − n)! n
which gives rise to the probability law (1.1). The name of binomial distribution
comes from the fact that the probabilities can be obtained from the expansion of
Newton’s binomial (p + q)n = 1.

Stochastic representation
From the definition of the binomial distribution, it can be deduced that this distri-
bution can be represented as a sum of Bernoulli random variables. If Z1 , . . . , Zm
are independent and identically distributed random variables Ber(p), the the sum of
these random variables N = Z1 + · · · + Zm follows a binomial distribution,
N = Z1 + Z2 + · · · + Zm ∼ B(m, p).
Then, by using this result, many properties of the binomial distribution are
derived.

1.2.3 Moment and probability generating functions

Let us now consider N ∼ B(m, p). By using the stochastic representation (1.1) and
taking into account that the random variables Zi are independent and identically
distributed Bernoulli type random variable, the probability generating function (pgf)
is,
PN (s) = E(sN ) = E(sZ1 +Z2 +···+Zm ) = E(sZ1 )E(sZ2 ) · · · E(sZm )
= [PZ (s)]m = (1 − p + ps)m , with |s| ≤ 1,
since Zi has pgf given by PZ (s) = 1 − p + ps. The mgf is
∞  
tm m
X
MN (t) = e pn (1 − p)m−n
n
n=0
∞  
X m
= (pet )n (1 − p)m−n = (pet + 1 − p)m . (1.1)
n
n=0

The moments of the random variable N can be obtained by differentiating MN (t)

with respect to t. By computing the first and second derivative of MN (t) with respect
to t, and evaluating those expressions at 0, we have
∂MN (t) mpet MN (t)
= = mp, (1.2)
∂t t=0 pet + 1 − p t=0
∂ 2 MN (t) m(m − 1)(pet )2 M
N (t) mpet MN (t)
= +
∂t2 t=0 (pet + 1 − p)2 t=0 pet + 1 − p t=0
2
= mp + m(m − 1)p , (1.3)
1.2. UNIVARIATE DISCRETE DISTRIBUTIONS 5

From (1.2) and (1.3), it is simple to derive that E(N ) = mp and var(N ) =
mp(1 − p).

Convolutions
The sum of binomial random variables with the same probability of success, say p,
is a binomially distributed random variable, where the number of trials is the sum
of the number of trials of each individual random variable. The following result is
verifed:
Theorem 1.1 If N1 , . . . , Nk are independent random variables such that
N1 ∼ Bi(m1 , p), . . . , Xk ∼ Bi(mk , p),
then
N1 + · · · + Nk ∼ Bi(m1 + · · · + mk , p).
Proof: By using the pgf of the sum of random variables, we obtain
PN1 +···+Nk (s) = E(sN1 +N2 +···+Nk ) = E(sN1 )E(sN2 ) · · · E(sNk )
= (1 − p + ps)m1 (1 − p + ps)m2 · · · (1 − p + ps)mk
= (1 − p + ps)m1 +···+mk .
This expression is the pgf of a random variable B(m1 + · · · + mk , p) which proves
the result.

Other properties
In the following, we state some other essential properties of the binomial distribu-
tion. The first one is related to the modal value of the distribution and the second
is associated to the probabilities when the complementary of the parameter p is
considered.
(i) The mode are the values taken by the binomial random variable satisfying that
p(m + 1) − 1 ≤ Mode ≤ p(m + 1).

The binomial distribution can be unimodal o bimodal. The latter situation

occurs when p(m + 1) is integer. Then, the two modal values are p(m + 1) and
p(m + 1) − 1.
(ii) If N1 ∼ Bi(m, p), N2 ∼ Bi(m, 1 − p), then,
Pr(N1 = n) = Pr(N2 = m − n).

Figure 1.1 shows some examples of the pmf of the binomial distribution for m = 5
and different values of the parameter p.
A generalization of the binomial distribution, the quasi binomial distribution,
can be viewed in Consul (1974) and Consul (1990). Recently, regression analysis of
this generalization was studied by Gómez-Déniz et al. (2020).
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