The Poisson Tendency in Traffic Distribution
نویسندگان
چکیده
منابع مشابه
The Exponentiated Poisson-Lindley Distribution; Features and Applications in Reliability
Abstract. In this paper a new three-parameter lifetime distribution named “the Exponentialed Lindley-Poisson (E-LP) distribution” has been suggested that it has an increasing, decreasing and invers bathtube hazard rate depending on the parameter values. The (E-LP) distribution has applications in economics, actuarial modeling, reliability modeling, lifetime and queuing problems and biological ...
متن کاملApplication 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...
متن کاملAccurate Inference for the Mean of the Poisson-Exponential Distribution
Although the random sum distribution has been well-studied in probability theory, inference for the mean of such distribution is very limited in the literature. In this paper, two approaches are proposed to obtain inference for the mean of the Poisson-Exponential distribution. Both proposed approaches require the log-likelihood function of the Poisson-Exponential distribution, but the exact for...
متن کاملThe Discrete Poisson-Garima Distribution
In this paper, a discrete Poisson-Garima distribution has been obtained by compounding Poisson distribution with Garima distribution introduced by Shanker [1]. The general expression for the th factorial moment has been derived and hence moments about origin and central moments have been obtained. The expression for coefficient of Variation, skewness, kurtosis and index of dispersion has been g...
متن کاملOn 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...
متن کاملذخیره 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: The Annals of Mathematical Statistics
سال: 1963
ISSN: 0003-4851
DOI: 10.1214/aoms/1177704267