Risk

Credit portfolio modeling and pricing using the Poisson binomial distribution

This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...
JSTOR Daily

Some Remarks on Generalizations of the Negative Binomial and Poisson Distributions

The mission of Technometrics is to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences. Its content features papers that describe new ...
Simon Fraser University

Quasi-Likelihood Functions

For binomial and Poisson distributions, the scale parameter has a value of 1. The variance of Y is for the binomial distribution and for the Poisson distribution. Overdispersion occurs when the ...
JSTOR Daily

On Binomial and Poisson Sums Arising from the Displacement of Randomly Placed Sensors

We re-visit the asymptotics of a binomial and a Poisson sum which arose as (average) displacement costs when moving randomly placed sensors to anchor positions. The first-order asymptotics of these ...
Simon Fraser University

Poisson Regression

You can use the GENMOD procedure to fit a variety of statistical models. A typical use of PROC GENMOD is to perform Poisson regression. You can use the Poisson distribution to model the distribution ...