Algorithms for numerical evaluation of the compound Poisson distributionстатья
Информация о цитировании статьи получена из
Scopus
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 28 мая 2015 г.
Аннотация:The class of compound (generalized) Poisson distributions (CPD) is fairly representative: Neyman type A, B, C
distributions, negative binomial distribution, Hermitc distribution. These distributions describc a wide range of phenomena.
However, the application of CPD models often runs into the obstacle of numerical evaluation of the corresponding
probability distribution functions. The purpose of this study is to suggest some techniques for numerical evaluation of compound
Poisson distributions and to provide examples of their use.