compound Poisson distribution
GPTKB entity
Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:organization
|
| gptkbp:characteristic |
exp(lambda (phi_X(t) - 1))
|
| gptkbp:describes |
sum of random number of independent identically distributed random variables
|
| gptkbp:generalizes |
gptkb:Poisson_distribution
|
| gptkbp:hasApplication |
biology
finance physics risk theory modeling aggregate claims |
| gptkbp:hasSpecialCase |
gptkb:stochastic_process
compound distribution |
| https://www.w3.org/2000/01/rdf-schema#label |
compound Poisson distribution
|
| gptkbp:introduced |
gptkb:Philip_Hall
|
| gptkbp:introducedIn |
1920s
|
| gptkbp:isDiscreteOrContinuous |
continuous (if summands are continuous)
discrete (if summands are discrete) |
| gptkbp:parameter |
rate parameter (lambda)
distribution of summands |
| gptkbp:relatedTo |
gptkb:Poisson_process
gptkb:stochastic_process infinitely divisible distribution |
| gptkbp:supportedBy |
non-negative real numbers
|
| gptkbp:usedIn |
queueing theory
actuarial science insurance mathematics |
| gptkbp:bfsParent |
gptkb:compound_Poisson_process
|
| gptkbp:bfsLayer |
5
|