Computing with the COM-Poisson distribution
Thomas P. Minka, Galit Shmueli, Joseph B. Kadane,
Sharad Borle, and Peter Boatwright
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.