A Recursive Procedure for Calculation of some Compound Distributions

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Further Results on Hesselager's Recursive Procedure for Calculation of Some Compound Distributions

The recursive algorithm of HESSELAGER (1994) is extended to a more general class of counting distributions, which includes SUNDT'S (1992) class as well as all the mixed Poisson distributions discussed by WILLMOT (1993).

متن کامل

Recursive Evaluation of Some Bivariate Compound Distributions

In this paper we consider compound distributions where the counting distribution is a bivariate distribution with the probability function (Pn,,,2)n,,n2_>0 that satisfies a recursion in the form P""n2 = a°+al +a~2 +n~2/P'"-t'n2-' n2 P,1-1.,,2 qCOW Phi,n2-1, h i , n2 = 1, 2, ... We present an algorithm for recursive evaluation of the corresponding compound distributions and some examples of dist...

متن کامل

A Novel Reference Current Calculation Method for Shunt Active Power Filters using a Recursive Algebraic Approach

This paper presents a novel method to calculate the reference source current and the referencecompensating current for shunt active power filters (SAPFs). This method first calculates theamplitude and phase of the fundamental load current from a recursive algebraic approach blockbefore calculating the displacement power factor. Next, the amplitude of the reference mains currentis computed with ...

متن کامل

A Gaussian Exponential Approximation to Some Compound Poisson Distributions

A three parameter Gaussian exponential approximation to some compound Poisson distributions is considered. It is constructed by specifying the reciprocal of the mean excess function as a linear affine function below some threshold and a positive constant above this threshold. As an analytical approximation to compound Poisson distributions, it is only feasible either for a limited range of the ...

متن کامل

Proof of logconcavity of some compound Poisson and related distributions

Compound Poisson distributions play important role in many applications (telecommunication, hydrology, insurance, etc.). In this paper, we prove that some of the compound Poisson distributions have the logconcavity property that makes them applicable in stochastic programming problems. The proofs are based on classical Turan types theorem and orthogonal polynomials. Acknowledgements: Please ins...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ASTIN Bulletin

سال: 1994

ISSN: 0515-0361,1783-1350

DOI: 10.2143/ast.24.1.2005078