Results 251 to 260 of about 64,148 (296)

Compound Poisson Distributions

Journal of the Operational Research Society, 1966
(1966). Compound Poisson Distributions. Journal of the Operational Research Society: Vol. 17, No. 1, pp. 73-75.
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Compound Mixed Poisson Distributions

2009
The topic of the present chapter is recursions for compound mixed Poisson distributions, in particular mixed Poisson distributions. As a simple motivating example, we consider a Gamma mixing distribution. Special attention is given to finite mixtures. We mainly concentrate on the Willmot class of continuous mixing distributions where the derivative of ...
Bjørn Sundt, Raluca Vernic
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EXPANSIONS FOR MOMENTS OF COMPOUND POISSON DISTRIBUTIONS

Probability in the Engineering and Informational Sciences, 2013
Expansions for moments of $\overline{X}$, the mean of a random sample of size n, are given for both the univariate and multivariate cases. The coefficients of these expansions are simply Bell polynomials. An application is given for the compound Poisson variable SN, where $S_{n} = n \overline{X}$ and N is a Poisson random variable independent of X1, X2,
Nadarajah, S., Withers, C. S., Bakar, S. A. A.   +2 more
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Compound bivariate Lagrangian Poisson distributions

Insurance: Mathematics and Economics, 1998
It is shown that the bivariate Lagrangian Poisson distribution leads to recursively computable bivariate compound distributions. In particular, a recursive formula for computing the probabilities of the bivariate Lagrangian Poisson distribution is provided and a scheme for computing the probabilities of associated compound distributions is proposed ...
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Compound poisson distributions: Properties and estimation*

Communications in Statistics - Theory and Methods, 1992
Multivariate compound Poisson distribution is obtained by m p-independent Poisson distributions with a mixing distribution. marginal, conditional probability mass function and moments of comp Poisson distribution when the mixing parameter has a gamma distribu are obtained.
Dipak K. Dey, Younshik Chung
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Compound Mixed Multivariate Poisson Distributions

2009
The purpose of this chapter is to extend the theory of Chap. 3 to a class of compound mixed multivariate Poisson distributions. We first give a presentation of multivariate Poisson distributions. In particular, we emphasise that, whereas such a distribution is multivariate so that when compounding it, it becomes a compound distribution of Type 2, it ...
Bjørn Sundt, Raluca Vernic
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Numerical Evaluation of Compound Poisson Distributions

A I I E Transactions, 1974
Abstract A useful interpretation is applied to probability generating functions for discrete random variables in order to provide an algorithm for calculating probability mass functions for compound Poisson distributions. This interpretation involves a theorem for geometric transforms which is developed to provide a method for calculating the inverse ...
H. F. Van Landingham, Syed A. Shariq
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Inference for Sichel's Compound Poisson Distribution

Journal of the American Statistical Association, 1982
Abstract In a long-tailed compound Poisson distribution introduced by Sichel, the probabilities can only readily be calculated if one of the parameters λ has half-integer values, that is, λ = m + 1/2, m integer. The maximum likelihood estimation of this parameter is compared with an approximate method derived from a grid of half-integer values.
A. C. Atkinson, Lam Yeh
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Improved recursions for some compound poisson distributions

Insurance: Mathematics and Economics, 1986
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Moments of Compound Mixed Poisson Distributions

Scandinavian Actuarial Journal, 2002
Recursive formulae are derived for the evaluation of the moments and the descending factorial moments about a point n of mixed Poisson and compound mixed Poisson distributions, in the case where th...
Stathis Chadjiconstantinidis, Demetrios L. Antzoulakos   +1 more
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