Proof of logconcavity of some compound Poisson and related distributions

نویسندگان

  • András Prékopa
  • Anh Ninh
چکیده

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 insert the acknowledgement here.

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تاریخ انتشار 2010