Computation of the poisson-inverse gaussian distribution |
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| Authors: | S.A. Shaban |
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| Affiliation: | 1. Institute of statistical studies &2. research cairo university , |
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| Abstract: | Recursion relations suitable for rapid computation are derived for the probabilities of the compound Poisson distribution when the compounder is the inverse-Gaussian distribution. Series representation of the probabilities are given. Asymptotic results as well as approximations for probabilities, compared with the exact values, are investigated. |
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| Keywords: | compound poisson distributions inverse gaussian distribution Bessel function |
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