Distributacalcul (version 0.4.0)

Pois: Poisson Distribution

Description

Poisson distribution with rate parameter $\lambda$.

Usage

expValPois(lambda)
varPois(lambda)
expValTruncPois(d, lambda, k0, less.than.d = TRUE)
TVatRPois(kap, lambda, k0)
mgfPois(t, lambda)
pgfPois(t, lambda)

Value

Function :

• expValPois gives the expected value.

• varPois gives the variance.

• expValTruncPois gives the truncated mean.

• TVatRPois gives the Tail Value-at-Risk.

• mgfPois gives the moment generating function (MGF).

• pgfPois gives the probability generating function (PGF).

Invalid parameter values will return an error detailing which parameter is problematic.

Arguments

lambda

Rate parameter $\lambda$.

d

cut-off value.

k0

point up to which to sum the distribution for the approximation.

less.than.d

logical; if TRUE (default) truncated mean for values <= d, otherwise, for values > d.

kap

probability.

t

t.

Details

The Poisson distribution with rate parameter $\lambda$ has probability mass function : $$Pr(X=k)=\frac{{\lambda }^k{\text{e}}^{-\lambda }}{k!}$$ for $k=0,1,2,\dots$, and $\lambda >0$

Examples

expValPois(lambda = 3)

varPois(lambda = 3)

expValTruncPois(d = 0, lambda = 2, k0 = 2E2, less.than.d = FALSE)
expValTruncPois(d = 2, lambda = 2, k0 = 2E2, less.than.d = TRUE)

TVatRPois(kap = 0.8, lambda = 3, k0 = 2E2)

mgfPois(t = 1, lambda = 3)

pgfPois(t = 1, lambda = 3)