Computing probabilities of integer-valued random variables by recurrence relations

S. Baena-Mirabete and P. Puig

Statistics & Probability Letters, 2020, vol. 161, issue C

Abstract: We derive a set of recurrence relations for the calculation of the probabilities of a large class of integer-valued random variables. We show that the probability mass function can be recursively computed for random variables with a probability generating function satisfying certain functional form.

Keywords: Convolution of distributions; Count distributions; Hermite distribution; Katz–Panjer family; Skellam distribution; INAR models (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108719

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