COMPOUND POISSON DISTRIBUTIONS

This book presents a comprehensive overview of compound Poisson distributions. All of the distributions listed in this book were derived, or invented, by the original authors as new statistical distributions, to fit a dataset(s) of experimental data. The properties of each newly proposed distribution were derived ab initio, sometimes with much effort by the original authors.Hence the title and motivation for this book: the primary focus here is the compound Poisson distributions themselves. We show that they are all exemplars of a common underlying formalism. General formulas (this includes both exact results and recurrences) are presented which apply to all compound Poisson distributions. In individual chapters, we apply that underlying formalism to selected compound Poisson distributions. We also derive new formulas not published in the literature. Having said the above, this book also presents a new technique for parameter estimation for a set of widely used compound Poisson distributions. The new technique is applied to several published experimental datasets, i.e. real data, not simulations. It yields equal or better fits to the data than those obtained by the original authors (in some cases, significantly better). Numerous graphs are plotted, to demonstrate the good/better fits obtained by the new technique. Hence this book contains not only pure theory, but also visually demonstrates the merits of the new formalism for fitting experimental data.