Provides probability mass, distribution, quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution. The Delaporte is a discrete probability distribution which can be considered the convolution of a negative binomial distribution with a Poisson distribution. Alternatively, it can be considered a counting distribution with both Poisson and negative binomial components. It has been studied in actuarial science as a frequency distribution which has more variability than the Poisson, but less than the negative binomial.
|Author||Avraham Adler [aut, cph, cre] (<https://orcid.org/0000-0002-3039-0703>)|
|Date of publication||2018-06-22 04:24:34 UTC|
|Maintainer||Avraham Adler <[email protected]>|
|License||BSD_2_clause + file LICENSE|
|Package repository||View on CRAN|
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