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BUILT-IN MATHEMATICA SYMBOL
CompoundPoissonDistribution
CompoundPoissonDistribution[
, dist]
represents a compound Poisson distribution with rate parameter and jump size distribution dist.
Details
- 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 n
PoissonDistribution[]. - CompoundPoissonProcess allows 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.
New in 9.0
