The Conway-Maxwell-Poisson distribution: distributional theory and approximation

Fraser Daly, Robert Gaunt

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    Abstract

    The Conway-Maxwell-Poisson (CMP) distribution is a natural twoparameter
    generalisation of the Poisson distribution which has received some attention
    in the statistics literature in recent years by offering flexible generalisations
    of some well-known models. In this work, we begin by establishing some properties
    of both the CMP distribution and an analogous generalisation of the binomial
    distribution, which we refer to as the CMB distribution. We also consider some
    convergence results and approximations, including a bound on the total variation
    distance between a CMB distribution and the corresponding CMP limit.
    Original languageEnglish
    Pages (from-to)635-658
    Number of pages24
    JournalAlea (Rio de Janeiro): Latin American journal of probability and mathematical statistics
    Volume13
    Issue number2
    Publication statusPublished - 31 Jul 2016

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