On the relationship between the Poisson-exponential model and the non-central chi-squared distribution |
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| Authors: | M C Jones |
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| Institution: | Department of Statistics , University of Birmingham , P.O. Box 363, Birmingham , B15 2TT , UK |
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| Abstract: | Abstract Two comments are made on the relationship between the Poisson-exponential model of insurance claims and the non-central chi-squared distribution. The first relates the Poisson-exponential to the recently introduced noncentral chi-squared on zero degrees-of-freedom; the second expands on the link between that distribution and the non-central chi-squared distribution on four degrees-of-freedom, noted by Boyle (1978). |
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