N(t) is a Poisson process with rate lambda (interarrival times are exponential) Xi are independent exponential random variables with rate mu N(t) and Xi are independent The goal is to derive the ...
This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.
This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...
What is the Compound Poisson Gamma Distribution? The Compound Poisson Gamma Distribution is a Tweedie distribution with Tweedie power parameter $1 < p < 2$. Put explicitly: $$ N \sim ...
Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demo of Poisson regression, where the goal is to predict a count of things arriving, such as the number of telephone calls ...