Risk

Credit portfolio modeling and pricing using the Poisson binomial distribution

This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...
Simon Fraser University

Poisson Regression

You can use the GENMOD procedure to fit a variety of statistical models. A typical use of PROC GENMOD is to perform Poisson regression. You can use the Poisson distribution to model the distribution ...
JSTOR Daily

EXTREME VALUE THEORY, POISSON—DIRICHLET DISTRIBUTIONS, AND FIRST PASSAGE PERCOLATION ON RANDOM NETWORKS

We study first passage percolation (FPP) on the configuration model (CM) having power-law degrees with exponent τ ∈ [1, 2) and exponential edge weights. We derive the distributional limit of the ...
JSTOR Daily

On the Poisson Approximation to the Multinomial Distribution

The Canadian Journal of Statistics / La Revue Canadienne de Statistique Let Xi be the number of outcomes in class Ci,i=0,... ,k, during n independent possibly non-identical trials. If class C0 has ...
BMJ

Communicating the risk of injury in schoolboy rugby: using Poisson probability as an alternative presentation of the epidemiology

Background The communication of injury risk in rugby and other sports is underdeveloped and parents, children and coaches need to be better informed about risk. Method A Poisson distribution was used ...
Simon Fraser University

Probability Distributions

This section describes the probability distributions available in the RELIABILITY procedure for probability plotting and parameter estimation. Refer to Lawless (1982, p. 240) for a description of the ...