Related papers: A note on mixed Poisson distributions
The Conway-Maxwell-Poisson (CMP) distribution is a natural two-parameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some…
We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…
The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…
This work defines and investigates the properties of the Max-U-Exp distribution. The method of moments is applied in order to estimate its parameters. Then, by using the previous general theory about Mixed Poisson processes, developed by…
Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…
It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function…
An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…
In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…
This work continues the research done in Jordanova and Veleva (2023) where the history of the problem could be found. In order to obtain the structure distribution of the newly-defined Mixed Poisson process, here the operation "max" is…
A recurrence formula for absolute central moments of Poisson distribution is suggested.
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing distribution as well as to the mixed Poisson process in the sense of Huang is obtained, and a…
Multivariate Poisson processes have many important applications in Insurance, Finance, and many other areas of Applied Probability. In this paper we study the backward simulation approach to modelling multivariate Poisson processes and…
In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several…
In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…
In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pre-limit laws, the Zolotarev $\zeta$-metric is used. The…
Given a periodic point $\omega$ in a $\psi$-mixing shift with countable alphabet, the sequence $\{S_{n}\}$ of random variables counting the number of multiple returns to shrinking cylindrical neighborhoods of $\omega$ is considered.…
The possibility of construction of continuous analogue of Poisson distribution with the search of bounds of confidence intervals for parameter of Poisson distribution is discussed. Also, in the article is shown that the true value of a…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…