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  2. Zero-truncated Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Zero-truncated_Poisson...

    If λ is the average rate of claims, the ZTP probability mass function takes the form: (=) =! for k= 1,2,3,... This formula encapsulates the probability of observing k claims given that at least one claim has transpired. The denominator ensures the exclusion of the improbable zero-claim scenario.

  3. Probability mass function - Wikipedia

    en.wikipedia.org/wiki/Probability_mass_function

    The graph of a probability mass function. All the values of this function must be non-negative and sum up to 1. In probability and statistics, a probability mass function (sometimes called probability function or frequency function [1]) is a function that gives the probability that a discrete random variable is exactly equal to some value. [2]

  4. Skellam distribution - Wikipedia

    en.wikipedia.org/wiki/Skellam_distribution

    The probability mass function of a Poisson-distributed random variable with mean μ is given by (;) =!.for (and zero otherwise). The Skellam probability mass function for the difference of two independent counts = is the convolution of two Poisson distributions: (Skellam, 1946)

  5. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  6. Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_distribution

    In probability theory and statistics, the Poisson distribution (/ ˈ p w ɑː s ɒ n /) is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known constant mean rate and independently of the time since the last event. [1]

  7. Kernel (statistics) - Wikipedia

    en.wikipedia.org/wiki/Kernel_(statistics)

    In statistics, especially in Bayesian statistics, the kernel of a probability density function (pdf) or probability mass function (pmf) is the form of the pdf or pmf in which any factors that are not functions of any of the variables in the domain are omitted. [1] Note that such factors may well be functions of the parameters of the

  8. Wallenius' noncentral hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Wallenius'_noncentral...

    Probability mass function for Wallenius' Noncentral Hypergeometric Distribution for different values of the odds ratio ω. m 1 = 80, m 2 = 60, n = 100, ω = 0.1 ... 20. In probability theory and statistics, Wallenius' noncentral hypergeometric distribution (named after Kenneth Ted Wallenius) is a generalization of the hypergeometric distribution where items are sampled with bias.

  9. Credal set - Wikipedia

    en.wikipedia.org/wiki/Credal_set

    where denotes a probability mass function. It is easy to see that a credal set over a Boolean variable X {\displaystyle X} cannot have more than two extreme points (because the only closed convex sets in R {\displaystyle \mathbb {R} } are closed intervals), while credal sets over variables X {\displaystyle X} that can take three or more values ...