An asymptotic distribution of compound Poisson distribution

On the Compound Poisson Distribution

exist. We shall prove that under certain conditions we obtain (1) as a limit distribution of double sequences of independent and infinitesimal random variables and apply this theorem to stochastic processes with independent increments. Theorem 1 Let ξn1, ξn2, . . . , ξnkn (n = 1, 2, . . .) be a double sequence of random variables. Suppose that the random variables in each row are independent, t...

On the compound Poisson-gamma distribution

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.

Evaluating the Bivariate Compound Generalized Poisson Distribution

This paper presents a method for the evaluation of the compound Generalized Poisson distribution, based on the recursive evaluation of two other distributions.

Application of Gompertz-Poisson Distribution in LifetimeTheory

Gompertz-Poisson distribution is a three-parameter lifetime distribution with increasing, decreasing, increasing-decreasing and unimodal shape failure rate function and a composition of Gompertz and Poisson distributions cut at zero point that in this paper estimated the parameters of the distribution by maximum likelihood method and in order to confirm the calculated estimates, based on random...

Asymptotic Distribution of Divergence Measure with Applications