compoisson (version 0.3)

com.var: Computes Variance of the COM-Poisson Distribution

Description

Computes the variance of the COM-Poisson distribution for given values of the parameters.

Usage

com.var(lambda, nu)

Arguments

lambda

value of lambda parameter

nu

value of the nu parameter

Value

The variance of the distribution.

Details

Uses com.expectation to compute the second moment of the distribution and subtracts the squared mean, computed using com.mean.

References

Shmueli, G., Minka, T. P., Kadane, J. B., Borle, S. and Boatwright, P., “A useful distribution for fitting discrete data: Revival of the Conway-Maxwell-Poisson distribution,” J. Royal Statist. Soc., v54, pp. 127-142, 2005.

See Also

com.expectation, com.mean

Examples

	data(insurance)
	model = com.fit(Lemaire);
	com.var(model$lambda, model$nu);