Compound Poisson Distribution: Probability Distribution, Independent Identically-distributed Random Variables, Probability Theory, Continuous Distribution - Softcover

Softcover

ISBN 10: 6133827254 ISBN 13: 9786133827257

Publisher: Alphascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, a compound Poisson distribution is the probability distribution of the sum of a Poisson-distributed number" of independent identically-distributed random variables. In the simplest cases, the result can be either a continuous or a discrete distribution. Suppose that N is a random variable whose distribution is a Poisson distribution with expected value λ, and that are identically distributed random variables that are mutually independent and also independent of N. Then the probability distribution of the sum of N i.i.d. random variables conditioned on the number of these variables (N) is a well-defined distribution. In the case N = 0, then the value of Y is 0, so that then Y | N=0 has a degenerate distribution. The compound Poisson distribution is obtained by marginalising the joint distribution of (Y,N) over N, where this joint distribution is obtained by combining the conditional distribution Y | N with the marginal distribution of N. "

Edition details

• Publisher: Alphascript Publishing
• Publication date: 2010
• Language: English
• ISBN 10: 6133827254
• ISBN 13: 9786133827257
• Binding: Broché
• Number of pages: 68
• Editor: Miller Frederic P., Vandome Agnes F., McBrewster John