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Statistics Assignment Help With Compound Distribution

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Consider a random variable X whose distribution depends on a single parameter θ which instead of being regarded as a fixed constant, is also a random variable following a particular distribution. In this case, we say that random variable X has a compound or composed distribution.

compound distribution

compound poisson distribution

let us consider the two dimensional random vector (X, λ) in which one variable is discrete and the other is continuous. For a constant h > 0 and λ1 > 0, the joint density density of X and λ is given by

marginal probability function

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