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Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform? |
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| Authors: | Hans Bühlmann |
| Institution: | Mathematik , ETH-Zentrum , CH-8092 , Zürich |
| Abstract: | 1. The problem The finite vector p=(p 1,p 2, ...,ps ) defines a probability distribution on the integers 1,2, ...,s. |
| Keywords: | |