COMPOUND RANDOM VARIABLES

DOI10.1017/S0269964804184039MaRDI QIDQ4673890zbMATH OpenFDO

Authors Erol A. Peköz, Sheldon M. Ross

Publication date 9 May 2005

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964804184039

zbMATH Keywords

independence

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

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Cites work

• Difference equation approaches in evaluation of compound distributions
• On a family of counting distributions and recursions for related compound distributions
• Recursive formulas for discrete distributions

Cited in

(10)

• On some compound random variables motivated by bulk queues
• Complex uncertain random variables
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• Recurrence relations for higher order moments of a compound binomial random variable
• Compound sum distributions with dependence
• Nonparametric estimation in random sum models
• A Compound Poisson Approximation Inequality
• On recursions for moments of a compound random variable: an approach using an auxiliary counting random variable

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