Results 251 to 260 of about 204,657 (313)

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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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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Approximation of aggregate claims distributions by compound poisson distributions

Insurance: Mathematics and Economics, 1985
Error estimates are given for the approximation of the individual model of risk theory by compound Poisson distributions. Theoretical portfolios and one life portfolio from practice demonstrate the quality of the estimates.
C. Hipp
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Characterizations of discrete compound Poisson distributions

Communications in Statistics - Theory and Methods, 2016
ABSTRACTThe aim of this paper is to give some new characterizations of discrete compound Poisson distributions. Firstly, we give a characterization by the Levy–Khintchine formula of infinitely divisible distributions under some conditions. The second characterization need to present by row sum of random triangular arrays converges in distribution.
Huiming Zhang, Bo Li
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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.
N. D. Pril
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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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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.
V. Čekanavičius
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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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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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The Modality of Some Compound Poisson Distributions

Biometrika, 1970
P. Holgate
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