Compound weighted Poisson distributions

In this paper, we discuss discrete compound distributions, in which the counting distribution is a weighted Poisson distribution. The over- and under-dispersion of these distributions are then discussed by analyzing the Fisher index of dispersion as well as a newly introduced factorial moment to mean measure. Several cases of compounding distributions and weight functions are subsequently examined in detail. Copyright Springer-Verlag 2013

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Year of publication:	2013
Authors:	Minkova, Leda ; Balakrishnan, N.
Published in:	Metrika. - Springer. - Vol. 76.2013, 4, p. 543-558
Publisher:	Springer
Subject:	Weighted distribution \| Compound distributions \| Over-dispersion \| Under-dispersion \| Log-concavity \| Log-convexity \| Factorial moment to mean measure \| Pólya-Aeppli distribution \| Weighted Poisson process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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