Geodesic
On the compound Poisson-gamma distribution
Kybernetika, Tome 47 (2011) no. 1, pp. 15-37.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

The compound Poisson-gamma variable is the sum of a random sample from a gamma distribution with sample size an independent Poisson random variable. It has received wide ranging applications. In this note, we give an account of its mathematical properties including estimation procedures by the methods of moments and maximum likelihood. Most of the properties given are hitherto unknown.
Classification : 62E15, 62E17, 62E20
Keywords: compound Poisson-gamma; estimation; expansions; moments 
@article{KYB_2011__47_1_a1,
     author = {Withers, Christopher and Nadarajah, Saralees},
     title = {On the compound {Poisson-gamma} distribution},
     journal = {Kybernetika},
     pages = {15--37},
     publisher = {mathdoc},
     volume = {47},
     number = {1},
     year = {2011},
     mrnumber = {2807861},
     zbl = {1209.62013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a1/}
}
TY  - JOUR
AU  - Withers, Christopher
AU  - Nadarajah, Saralees
TI  - On the compound Poisson-gamma distribution
JO  - Kybernetika
PY  - 2011
SP  - 15
EP  - 37
VL  - 47
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a1/
LA  - en
ID  - KYB_2011__47_1_a1
ER  - 
%0 Journal Article
%A Withers, Christopher
%A Nadarajah, Saralees
%T On the compound Poisson-gamma distribution
%J Kybernetika
%D 2011
%P 15-37
%V 47
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a1/
%G en
%F KYB_2011__47_1_a1
Withers, Christopher; Nadarajah, Saralees. On the compound Poisson-gamma distribution. Kybernetika, Tome 47 (2011) no. 1, pp. 15-37. http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a1/