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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Delaporte distribution ： ウィキペディア英語版 Delaporte distribution | cdf = $\backslash sum\_^k\backslash sum\_^j\backslash frac\}$ | mean = $\backslash lambda\; +\; \backslash alpha\backslash beta$ | median = | mode = | variance = $\backslash lambda\; +\; \backslash alpha\backslash beta(1+\backslash beta)$ | skewness = See #Properties | kurtosis = See #Properties | entropy = | mgf = | cf = | pgf = | fisher = }} The Delaporte distribution is a discrete probability distribution that has received attention in actuarial science.〔 〕〔 It can be defined using the convolution of a negative binomial distribution with a Poisson distribution.〔 〕 Just as the negative binomial distribution can be viewed as a Poisson distribution where the mean parameter is itself a random variable with a gamma distribution, the Delaporte distribution can be viewed as a compound distribution based on a Poisson distribution, where there are two components to the mean parameter: a fixed component, which has the $\backslash lambda$ parameter, and a gamma-distributed variable component, which has the $\backslash alpha$ and $\backslash beta$ parameters.〔 〕 The distribution is named for Pierre Delaporte, who analyzed it in relation to automobile accident claim counts in 1959,〔 〕 although it appeared in a different form as early as 1934 in a paper by Rolf von Lüders,〔 〕 where it was called the Formel II distribution.〔 ==Properties== The skewness of the Delaporte distribution is: $$ \frac}} The excess kurtosis of the distribution is: $$ \frac 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Delaporte distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.