Xekalaki, Evdokia and Panaretos, John (1979): Characterization of the Compound Poisson Distribution. Published in: International Statistical Institute Bulletin , Vol. Vol.48, (1979): pp. 577-580.
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Consider two non-negative integer-valued r.v.'s X,Y with X=>Y. Suppose that the conditional distribution of Y|X is binomial with parameters (n,p), n=0,1,2,...; 0 < p < 1 and p independent of n. It is known, and can be checked easily, that under the above assumption the distribution of Y is Poisson with parameter λp, λ>0 (Poisson(λp)) if and only if (iff) X is Poisson (λ). This model has been extensively used in the literature under different names in many practical situations.
|Item Type:||MPRA Paper|
|Original Title:||Characterization of the Compound Poisson Distribution|
|Subjects:||C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics|
|Depositing User:||J Panaretos|
|Date Deposited:||12. Dec 2007 16:23|
|Last Modified:||14. Feb 2013 09:00|