On the compound Poisson-gamma distribution

Christopher Withers; Saralees Nadarajah

Kybernetika (2011)

  • Volume: 47, Issue: 1, page 15-37
  • ISSN: 0023-5954

Abstract

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The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.

How to cite

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Withers, Christopher, and Nadarajah, Saralees. "On the compound Poisson-gamma distribution." Kybernetika 47.1 (2011): 15-37. <http://eudml.org/doc/197008>.

@article{Withers2011,
abstract = {The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.},
author = {Withers, Christopher, Nadarajah, Saralees},
journal = {Kybernetika},
keywords = {compound Poisson-gamma; estimation; expansions; moments; compound Poisson-gamma; estimation; expansions; moments},
language = {eng},
number = {1},
pages = {15-37},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the compound Poisson-gamma distribution},
url = {http://eudml.org/doc/197008},
volume = {47},
year = {2011},
}

TY - JOUR
AU - Withers, Christopher
AU - Nadarajah, Saralees
TI - On the compound Poisson-gamma distribution
JO - Kybernetika
PY - 2011
PB - Institute of Information Theory and Automation AS CR
VL - 47
IS - 1
SP - 15
EP - 37
AB - The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.
LA - eng
KW - compound Poisson-gamma; estimation; expansions; moments; compound Poisson-gamma; estimation; expansions; moments
UR - http://eudml.org/doc/197008
ER -

References

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