The Frequency Distribution of the Difference between Two Independent Variates following the same Poisson Distribution
From MaRDI portal
Publication:5766998
DOI10.2307/2980526zbMath0017.07707OpenAlexW4230909179MaRDI QIDQ5766998
Publication date: 1937
Published in: Journal of the Royal Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2980526
Related Items
Compositions of Poisson and Gamma processes, True integer value time series, A skew Laplace distribution on integers, On the differences of two generalized poisson variates, On the differences of two generalized negative binomial variates, Characterizations of a discrete normal distribution, Fractional Skellam processes with applications to finance, On a heuristic treatment of the 'indices of dispersion', Distribucion de la suma algebraica de variables de Poisson, Waiting time distribution for an exchangeable item repair system with up to two failed components, An alternative discrete skew Laplace distribution, An Extended Binomial Distribution with Applications, Linear regression and the Yule distribution, On the Bivariate Skellam Distribution, A note on the estimation of two ordered Poisson parameters, The Mathematical Analysis of Biological Aggregation and Dispersal: Progress, Problems and Perspectives, SEMI-STATIC HEDGING OF BARRIER OPTIONS UNDER POISSON JUMPS, Refinement of a probability limit theorem and its application to Bessel functions, On improving the posterior predictive distribution of the difference between two independent Poisson distribution, A discrete analogue of the Laplace distribution, Integer-valued Lévy processes and low latency financial econometrics, Characterization and statistical test using truncated expectations for a class of skew distributions
