Wolfram Language & System 10.0 (2014)|Legacy Documentation
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represents a compound Poisson distribution with rate parameter λ and jump size distribution dist.
- CompoundPoissonDistribution is also known as a stopped‐sum distribution.
- The compound Poisson distribution is equivalent to , where are independent and identically distributed random variables following dist and nPoissonDistribution[λ].
- CompoundPoissonProcess allows λ to be any positive real number and dist to be any univariate distribution.
- CompoundPoissonDistribution can be used with such functions as Mean, Variance, and RandomVariate.
Introduced in 2012