On Approximation of the Panjer Distribution by the Poisson and Binomial Distributions

2021 ◽  
Vol 20 ◽  
pp. 520-523
Author(s):  
Chanokgan Sahatsathatsana ◽  
Sattra Sahatsathatsana

The aim of this paper is to approximate the panjer distribution by the poisson and binomial distributions, where each bound is obtained by using the z-function and the Stein-Chen identity. For these bounds, it is indicated that a result of each of the Poisson and Binomial approximations yields a good approximation if both α and λ are small.

2001 ◽  
Vol 16 (07) ◽  
pp. 1227-1235 ◽  
Author(s):  
C. B. YANG ◽  
X. CAI

The influence of pure statistical fluctuations on K/π ratio is investigated in an event-by-event way. Poisson and the modified negative binomial distributions are used as the multiplicity distributions since they both have statistical background. It is shown that the distributions of the ratio in these cases are Gaussian, and the mean and relative variance are given analytically.


Author(s):  
Kamil Szpojankowski

In the paper we study characterizations of probability measures in free probability. By constancy of regressions for random variable 𝕍1/2(𝕀 - 𝕌)𝕍1/2 given by 𝕍1/2𝕌𝕍1/2, where 𝕌 and 𝕍 are free, we characterize free Poisson and free binomial distributions. Our paper is a free probability analogue of results known in classical probability,3 where gamma and beta distributions are characterized by constancy of 𝔼((V(1 - U))i|UV), for i ∈ {-2, -1, 1, 2}. This paper together with previous results18 exhaust all cases of characterizations from Ref. 3.


Author(s):  
Hassan Tawakol A. Fadol

The purpose of this paper was to identify the values of the parameters of the shape of the binomial, bias one and natural distributions. Using the estimation method and maximum likelihood Method, the criterion of differentiation was used to estimate the shape parameter between the probability distributions and to arrive at the best estimate of the parameter of the shape when the sample sizes are small, medium, The problem was to find the best estimate of the characteristics of the society to be estimated so that they are close to the estimated average of the mean error squares and also the effect of the estimation method on estimating the shape parameter of the distributions at the sizes of different samples In the values of the different shape parameter, the descriptive and inductive method was selected in the analysis of the data by generating 1000 random numbers of different sizes using the simulation method through the MATLAB program. A number of results were reached, 10) to estimate the small shape parameter (0.3) for binomial distributions and Poisson and natural and they can use the Poisson distribution because it is the best among the distributions, and to estimate the parameter of figure (0.5), (0.7), (0.9) Because it is better for binomial binomial distributions, when the size of a sample (70) for a teacher estimate The small figure (0.3) of the binomial and boson distributions and natural distributions can be used for normal distribution because it is the best among the distributions.


1955 ◽  
pp. 64-74
Author(s):  
Joe Kennedy Adams

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