Prediction and estimation for the compound Poisson distribution
نویسندگان
چکیده
منابع مشابه
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...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1977
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.74.7.2670