Results 251 to 260 of about 64,333 (291)

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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An Estimate of the Compounding Distribution of a Compound Poisson Distribution

Theory of Probability & Its Applications, 1963
The distribution of a random variable X is called a compound Poisson distribution if ${\bf P}\{ X = n\} = \int_0^\infty {\frac{{\lambda ^n }} {{n1}}} \varepsilon ^{ - \lambda } dG(\lambda ),$. where $n = 0,1,2, \cdots $ and $G(\lambda )$ is a distribution function (weight function) such that $G( + 0) = 0$.
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Compound weighted Poisson distributions

Metrika, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Minkova, Leda D., Balakrishnan, N.
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Bivariate compound poisson distributions

Communications in Statistics - Theory and Methods, 1987
This paper discusses four alternative methods of forming bivariate distributions with compound Poisson marginals. Basic properties of each bivariate version are given. A new bivariate negative binomial distribution, and four bivariate versions of the Sichel distribution, are defined and their properties given.
Gillian Z. Stein, June M. Juritz
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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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On smoothing properties of compound Poisson distributions

Lithuanian Mathematical Journal, 1995
The main contributions are estimates of analogs of the uniform Kolmogorov distance and Lévy concentration function of products of terms of the type \((F-E)^k\exp[a(F-E)]\), where products and powers are in the convolution sense, \(F\) is a distribution function and \(E\) is the distribution concentrated at zero.
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Moment Characteristics of the Compound Poisson Law Generalized by the Poisson Distribution

Computational Mathematics and Modeling, 2004
The authors study a compound Poisson law generalized by a Poisson distribution. For the weighted sum \(\zeta = \zeta_1+2\zeta_2+\cdots +k\zeta_k\) of \(k\) independent Poisson random variables, they consider the conditional random variable \(\xi/\zeta\) following the Poisson distribution with parameter \(\epsilon\zeta ...
Belov, A. G., Galkin, V. Ya.
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On the compound Poisson-gamma distribution

Kybernetika, 2011
Summary: The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. We give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood.
Christopher S. Withers, Saralees Nadarajah   +1 more
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On the compound $\alpha (t)$-modified Poisson distribution

Applicationes Mathematicae, 2016
Summary: In this paper we introduce compound \(\alpha (t)\)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound \(\alpha (t)\)-modified Poisson distribution. The characteristics of \(\alpha (t)\)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are
Steliga, Katarzyna, Szynal, Dominik
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Concentration and relative entropy for compound Poisson distributions

Proceedings. International Symposium on Information Theory, 2005. ISIT 2005., 2005
Using a simple inequality about the relative entropy, its so-called "tensorization property," we give a simple proof of a functional inequality which is satisfied by any compound Poisson distribution. This functional inequality belongs to the class of modified logarithmic Sobolev inequalities.
Mokshay Madiman, Ioannis Kontoyiannis
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