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Everything about Compound probability distribution
Concept in statistics
In probability and statistics, a compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with the parameters of that distribution themselves being random variables. If the parameter is a scale parameter, the resulting mixture is also called a scale mixture. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Compound probability distributionA 5-minute orientation
- Skim a recent paper: Aggregate: fast, accurate, and flexible approximation of compound probability distributionsInfluential work since 2022
- Pick up a classic book: Koėffit︠s︡ienty raspredelenii︠a︡ v slozhnykh poluprovodnikovykh sistemakhThe most-reprinted book on the subject
- Read the landmark paper: Estimation of poisson-generalized pareto compound extreme value distribution by probability-weighted moments and empirical analysisCited 5 times
- Go sideways: Natural exponential familyA closely related topic
- Go sideways: Exponential dispersion modelA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Estimation of poisson-generalized pareto compound extreme value distribution by probability-weighted moments and empirical analysis
Multidimensional compound Poisson distributions in free probability
Probability Generating Function of Compound Distribution
New compound probability distribution using biweight kernel function and exponential distribution
Refined Failure-Probability Modeling of Distribution Pole–Line Segments Under Typhoon–Rainfall Compound Hazards
🆕 Influential since 2022
📚 Books worth reading
- 📕Koėffit︠s︡ienty raspredelenii︠a︡ v slozhnykh poluprovodnikovykh sistemakhV. N. Romanenko · 1987
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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