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.

Heidi Sestrich 2003-06-24
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