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Moments of Compound Mixed Poisson Distributions
Authors:Stathis Chadjiconstantinidis  Demetrios L. Antzoulakos
Abstract:

Recursive formulae are derived for the evaluation of the moments and the descending factorial moments about a point n of mixed Poisson and compound mixed Poisson distributions, in the case where the derivative of the logarithm of the mixing density can be written as a ratio of polynomials. As byproduct, we also obtain recursive formulae for the evaluation of the moments about the origin, central moments, descending and ascending factorial moments of these distributions. Examples are also presented for a number of mixing densities.
Keywords:Mixed  Poisson  Distribution  Compound  Distribution  Moment  Factorial  Moment  Gamma  Generalized  Inverse  Gauss  Beta  Scaled  Beta  Pareto  Generalized  Pareto  Shifted  Pareto  Delaporte  Recursion
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