Computing with the COM-Poisson distribution

June, 2003

Tech Report

Author(s)

Thomas P. Minka, Galit Shmueli, Joseph B. Kadane, Sharad Borle, and Peter Boatwright

Abstract

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.