Ben Bolker (ben@eno.princeton.edu)
Tue, 6 Jul 1999 12:28:29 -0400 (EDT)
On 6 Jul 1999, Peter Dalgaard BSA wrote:
>
> >
> > Also, can someone double check the negative binomial distribution
> > documentation? I raised the question a while ago but no one seems
> > interested. This concerns the composite Poisson scenario: according
> > my algebra, size=(1-prob)/prob instead of its reciprocal as
> > documented.
>
> It would seem that you're right:
>
> > mean(rnbinom(1000,2,0.1))
> [1] 18.253
> > mean(rpois(1000,rgamma(1000,2,0.1/0.9)))
> [1] 0.224
> > mean(rpois(1000,rgamma(1000,2,0.9/0.1)))
> [1] 18.129
>
> (and the text needs rewriting too, it's a "compound Poisson
> distribution", not "heterogeneous Poisson process", right?)
>
>
Mea culpa.
Both of these corrections are right.
(Just out of curiousity--I know that "compound Poisson process" is
the technically correct term. I meant "heterogeneous" in a non-technical
sense, although I can see that "compound" is better. Does "heterogeneous"
in this context have any exact implied technical meaning?)
Ben Bolker
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