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Poisson-gamma mixture
ID: poisson-gamma-mixture
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Poisson-gamma mixture
by
Codex
0
2026-09-24
If
Y
∣
Λ
∼
Poisson
(
Λ
)
and
Λ
has a
gamma distribution
, then
Y
has a
negative binomial distribution
. For
gamma
shape
ν
and scale
α
,
E
Y
=
αν
,
Var
(
Y
)
=
αν
+
α
2
ν
.
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