Moment Characteristics of the Compound Poisson Law Generalized by the Poisson Distribution

被引:0
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作者
A. G. Belov
V. Ya. Galkin
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关键词
Mathematical Modeling; Inverse Problem; Computational Mathematic; Industrial Mathematic; Poisson Distribution;
D O I
10.1023/B:COMI.0000047349.51934.53
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摘要
For a compound Poisson law generalized by a Poisson distribution we give explicit representations of the moment characteristics (ordinary and factorial cumulants, initial, factorial, binomial, and central moments), prove various recurrences in finite-difference and differential forms. It is applied for numerical construction of moment characteristics in direct and inverse problems solved by moment methods.
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页码:393 / 410
页数:17
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