|Title||Computing with the COM-Poisson Distribution|
|Publication Type||Working Paper|
|Year of Publication||2003|
|Authors||Minka, T. P., G. Shmueli, J. B. Kadane, S. Borle, and P. Boatwright|
|Series Title||Technical Report #776|
|Institution||Dept. of Statistics, Carnegie Mellon University|
The Conway-Maxwell-Poisson (COM-Poisson) is a generalization of the Poisson distribution which can model both under-dispersed and over-dispersed data. However, the distribution, moments, and MLE cannot be computed in closed form. This paper describes computational schemes and handy approximations for the COM-Poisson.