Probability Generating Function of Compound Distribution

International Journal of Mathematics Trends and Technology (IJMTT)
© 2017 by IJMTT Journal
Volume-49 Number-4
Year of Publication : 2017
Authors : Shelake Chakrdhar G, Dhotre Navnath G


Shelake Chakrdhar G, Dhotre Navnath G "Probability Generating Function of Compound Distribution", International Journal of Mathematics Trends and Technology (IJMTT). V49(4):265-266 September 2017. ISSN:2231-5373. Published by Seventh Sense Research Group.

The present paper introduced the compound distribution and obtained a new derivation of PGF of compound distribution in general case. Also discussed how to obtain it.

[1] W. Feller, An Introduction to Probability Theory and Its Applications, vol. 1, John Wiley & Sons, NewYork, NY,USA, 3rd edition, 1968.
[2] Zahoor Ahmad, Adil Rashid and T. R. Jan, A New Discrete Compound Distribution with Application, Journal of Statistics Applications & Probability An International Journal ,J. Stat.Appl. Pro. 6, No. 1, 233-241 (2017)
[3] W.R. Pestman, Mathematical Statistics, Walter de Gruyter, Paris, New York 1998.
[4] M. Nakamura and V. P_erez-Abreu, Use of an empirical probability generatin function for testing a Poisson model, Can. J. Stat. 21 (2) (1993), 149{156}.
[5] R. Rueda, V. P_erez-Abreu and F. O'Reilly, Goodness of fit for the Poisson distribution based on the probability generating function, Commun. Stat.,Theory Methods 20 (10) (1991), 3093{3110}.

Compound distribution, Mean, Variance, MGF of compound distribution, Poisson distribution.