Poisson mixtures and quasi-infinite divisibility of distributions

Publisher Website
Google Scholar
Abstract
Any probability distribution on [0,∞) can function as the mixing distribution for a Poisson mixture, i.e. a mixture of Poisson distributions. The mixing distribution is called quasi-infinitely divisible (q.i.d.) if it renders the Poisson mixture infinitely divisible, or λ-q.i.d. if it does so after scaling by a factor λ> 0, or ∗-q.i.d. if it is λ-q.i.d. for some λ. These classes of distributions include the infinitely divisible distributions, and each exhibits many of the properties of the latter class but in weakened form. The paper presents the main properties of the classes and the class of Poisson mixtures, including characterisations of membership, relation with cumulants, and closure properties. Examples are given that establish among other things strict inclusions between the classes of mixing distributions.

This publication has 9 references indexed in Scilit: