Article ID Journal Published Year Pages File Type
7549633 Statistics & Probability Letters 2014 6 Pages PDF
Abstract
An algorithm is proposed that, starting from the probability generating function of a left-truncation at k of a mixed Poisson distribution, recovers the first k+1 probabilities of the untruncated distribution, without the need of eliciting what the mixing distribution is. The result establishes that irrespective of the value where the distribution is truncated, there still remains enough information in the tail so that the initial mixing distribution can be recovered.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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