A Retrospective Study on Skellam and Related Distributions

Abstract

This paper reviews works on Skellam distribution, its extensions and areas of applications. Available literature shows that this distribution is flexible for modelling integer data where they appear as count data or paired count data in the field of finance, medicine, sports, and science. Bivariate Skellam distribution, dynamic Skellam model and other extensions are also discussed and additional literature are provided.