com.var: Computes Variance of the COM-Poisson Distribution

In compoisson: Conway-Maxwell-Poisson Distribution

Description

Computes the variance of the COM-Poisson distribution for given values of the parameters.

Usage

	com.var(lambda, nu)

Arguments

lambda	value of lambda parameter
nu	value of the nu parameter

Details

Uses com.expectation to compute the second moment of the distribution and subtracts the squared mean, computed using com.mean.

Value

The variance of the distribution.

Author(s)

Jeffrey Dunn

References

Shmueli, G., Minka, T. P., Kadane, J. B., Borle, S. and Boatwright, P., “A useful distribution for fitting discrete data: Revival of the Conway-Maxwell-Poisson distribution,” J. Royal Statist. Soc., v54, pp. 127-142, 2005.

See Also

com.expectation, com.mean

Examples

	data(insurance)
	model = com.fit(Lemaire);
	com.var(model$lambda, model$nu);

compoisson documentation built on May 1, 2019, 11:17 p.m.