Xekalaki, Evdokia and Panaretos, John (1983): Identifiability of Compound Poisson Distributions. Published in: Scandinavian Actuarial Journal , Vol. 66, (1983): pp. 39-45.
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Abstract
Compound Poisson distributions (CPD's) are frequently used as alternatives in studying situations where a simple Poisson model is found inadequate to describe. In this paper an attempt is made to identify compound Poisson distributions when it is known that the conditional distribution of two random variables (r.v.'s) is compound binomial. Some interesting special cases and their application to accident theory are discussed.
Item Type: | MPRA Paper |
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Original Title: | Identifiability of Compound Poisson Distributions |
Language: | English |
Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
Item ID: | 6244 |
Depositing User: | J Panaretos |
Date Deposited: | 13 Dec 2007 05:38 |
Last Modified: | 05 Oct 2019 20:36 |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6244 |