Methods of simulating discrete random variables based on randomization of the parameters of the distributions
โ Scribed by S.M. Ermakov; B.B. Pokhodzei
- Publisher
- Elsevier Science
- Year
- 1981
- Weight
- 299 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0041-5553
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## I. fntFoduction Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,
be a discrete random vwiable with parameter h :E EJXj < OQ and denote BCWJ) = (7 ;4q i a?" \_ I. Let the distribution of X be compounded with B(ur,qa), If the resulting diwibution is governed by the same law as X, then a characterization elf the Pc)isson distribution is obtained. An altexnarive proo