Bias of pooled flat-field ratio gain 2026-10-06
For stable positive detector pixel means and uniform detector conversion gain , high-count independent Poisson distribution noise gives . Thus substituting a global mean in the equal-signal formula yields , by the Jensen inequality. Equality holds for uniform means. The flat-field correction pattern cancels from the ratio mean but not from the signal-dependent noise. Local signal bins, or a variance fit after normalization of differences by the square root of their local mean, avoid this leading bias.
Claim count distribution 2026-10-07
The probability distribution of the nonnegative integer number of claims over a specified accounting period. Its probability generating function determines the count probabilities. A Poisson distribution gives equal count expected value and variance; a Poisson mixture allows heterogeneity in the underlying risk intensity.
Compound Poisson distribution Created 2026-10-06 Updated 2026-10-07
The law of a sum of independent identically distributed claims with an independent Poisson distribution count of parameter . If the claim moment-generating function is , the aggregate transform is wherever finite. It has an atom at zero when the claims are positive. This is the fixed-time law of a Compound Poisson process.
Detector conversion gain 2026-10-06
Detector conversion gain is the number of collected Electrons per analogue-to-digital unit. With independent Poisson distribution photoelectron counts, the shot-noise variance in count units is the mean count divided by the gain. Detected-photon and Electron conventions agree only when each detected photon contributes one Electron.
Gain estimation from flat-field ratios 2026-10-06
Let independent exposure sums have mean ADU at each detector pixel, with pure Poisson distribution noise and fixed gain . The delta method gives , so and . For nonuniform detector pixel means , an unweighted spatial ratio variance is instead . This high-count approximation requires linear unsaturated data, bias subtraction and negligible read noise.
Gamma-integrated baseline Poisson likelihood 2026-10-07
For independent Poisson distributions with means and a shape–rate Gamma distribution prior on , integrating adds to the total-count exponent and to the sum of relative rates. This distinguishes gamma mixing from conditioning on the total count, which gives a multinomial distribution.
If has gamma distribution with shape and rate , has Poisson distribution with intensity , and the independent claim sizes have exponential distribution of mean , where , the aggregate law is . This follows by expanding its moment-generating function as .
Two equally numerous groups of independent counts with Poisson distributions have areas and . Under common density their group means are in ratio . With group sums and , the maximized alternative-to-null likelihood ratio isUse zero-count limits and when . The regular Wilks theorem calibration has one degree of freedom. Exactly conditioning on gives under the null; this supports small-count testing without the large-sample approximation.
Multiplication excess noise 2026-10-05
Random multiplication increases the noise relative to deterministic gain. If the output from one input electron has mean and variance , a Poisson distribution of input electrons with mean produces output variance , by the law of total variance. The high-gain analog-mode excess-noise factor is .
Panjer claim-count class 2026-10-07
The nonnegative integer laws whose probabilities satisfy this recurrence for all . Their probability generating function solves . This is the count class used in the Panjer aggregate algorithm; the count recurrence itself should be distinguished from that aggregate recursion. It includes the Poisson distribution, binomial distribution, and negative binomial distribution with suitable parameters.
Past exam of the mathematics course of the University of Cambridge 2001 ib Paper 2 12D Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 10F b Solution Created 2026-09-24 Updated 2026-09-24