Computing with the COM-Poisson Distribution

TitleComputing with the COM-Poisson Distribution
Publication TypeWorking Paper
Year of Publication2003
AuthorsMinka, T. P., G. Shmueli, J. B. Kadane, S. Borle, and P. Boatwright
Series TitleTechnical Report #776
InstitutionDept. 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.

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