If host-specific equilibrium mean burden has a gamma distribution, conditional Poisson distributions produce a Poisson-gamma mixture, hence a negative binomial distribution. With mean and shape , its zero-burden probability is . Decreasing increases aggregation: a smaller infected-host prevalence can accompany the same mean burden and more heavily infected individuals.
Let the positive multiplier have a gamma distribution with mean and variance , and conditionally let the repeated counts be independent with means . Total expectation and variance give
The Poisson-gamma mixture gives negative-binomial marginal counts of size . Despite the shared multiplier, the marginal correlations generally depend on both marginal means and need not be exchangeable.
Negative binomial distribution Created 2026-09-24 Updated 2026-10-14
The negative binomial distribution counts failures before a target number of successes in successive independent Bernoulli trials with constant success probability . In this stopping model, is a positive integer and . On the failures-before-the-th-success convention, the random variable takes values ; for , its probability mass function is
The binomial coefficient counts possible arrangements before the final success, as explained by the negative binomial stopping argument. At , every trial succeeds: with probability one, so its expected value and variance are both zero. This handles the endpoint without needing to interpret . At , the target is never reached and there is no proper finite waiting-count law.
For a worked example, toss a fair coin until the second head, calling heads and tails . Thus and . Exactly two failures means that the second success is on trial four. The complete stopped sequences are , and ; each has probability , giving . The first three masses are
Both and are modes, each with mass : there is no unique mode here. Later masses decrease, since for .
Figure 1.
Exactly two failures before the second success: three stopped sequences, each of probability 1/16
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The expected value and variance of the failures count are
If instead counts all trials, including the successes, then and
For the fair-coin example, , , and . Shifting the count changes its expected value but preserves its variance. When , has the failures-count geometric distribution, while has the all-trials geometric distribution. The two conventions and the moments are treated in Kyle Siegrist, The Negative Binomial Distribution, Random Services.
Figure 2.
Negative binomial failure counts for success probability 1/2 and targets of one, two and five successes
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The negative binomial distribution is useful when a procedure runs until it collects a target number of successes: for example, obtaining usable samples from independent attempts with a stable acceptance probability. A binomial distribution instead counts successes in a fixed number of trials. The attractive connection is that these two experimental questions can be answered from the same trial sequence, using the negative binomial stopping argument. For the failures count and , the positive mean satisfies , so the law allows overdispersion relative to a Poisson distribution. At , both quantities vanish and the inequality is not strict. The separate Poisson-gamma mixture explains another way this count law arises; its noninteger shape parameters do not represent a literal target number of successes.
A microparasite typically multiplies within an infected host on a much shorter time scale than between-host transmission. A useful first model classifies hosts by infection status. A macroparasite, such as an adult parasitic worm, instead requires a count of parasites per host: two infected hosts can carry very different within-host parasite burdens. These are modelling distinctions rather than a rule determined only by an organism's physical size.
For a microparasite with no lasting immunity, a homogeneous SIS model is
The basic reproduction number is , and the prevalence describes the infected-host fraction. A SIR model adds an immune class, and a SEIR model adds a latent class. Contact structure, age, susceptibility, recovery rate and infectiousness can require several such classes. Then a next-generation matrix or operator, rather than a single averaged contact rate, sets the invasion threshold. Stochastic epidemic models are relevant to early extinction and finite populations; network or spatial models represent nonuniform contact opportunities.
For a simple macroparasite burden model, let be the fraction of hosts carrying adult worms. Assume acquisitions at rate , independent adult-worm losses at rate , and a number of infective stages in a well-mixed environmental reservoir. The immigration-death worm-burden model has
This birth-death process needs the burden distribution or its probability generating function, not just an infected/not-infected partition. Its mean satisfies . With host number fixed and each adult producing infective stages at rate , one possible environmental closure is
For this asexual, unsaturated transmission approximation, one worm's basic reproduction number is . Growth above the invasion threshold requires additional density regulation if a finite endemic burden is sought. Sex-dependent mating would change this closure.
With constant external exposure , the equilibrium burden follows a Poisson distribution with mean , giving infected-host prevalence . If exposure rates vary across hosts as a gamma distribution, the Poisson-gamma mixture gives a negative binomial distribution with mean and aggregation parameter :
The same mean burden can therefore coexist with very different prevalence and highly infected subgroups. Aggregation of macroparasite burdens affects treatment coverage, burden-dependent host mortality, immunity and parasite fecundity. For sexually reproducing worms, hosts need both sexes for fertile output; a mean alone may not determine it. With independent equally likely sexes and Poisson burden, the probability of both sexes is , illustrating mating-limited macroparasite transmission and its low-burden bottleneck.
Both microparasite and macroparasite models need heterogeneous exposure and host responses. The special extra difficulty for macroparasites is translating a distributed worm burden, and possibly worm sex or developmental stage, into transmission and host harm. Conversely, complicated within-host microparasite processes can also require more than a binary host state when the simple fast-within-host approximation fails.
The first approach specifies marginal means, variances and an exchangeable correlation for each student's repeated counts. It is a moment model suitable for a generalized estimating equation; equality of the mean and variance alone does not specify a full Poisson joint distribution. Different students supply independent sampling clusters, while the three counts within a student are dependent.
The second approach is a Poisson generalized linear mixed model with a positive shared random multiplier . Conditional on it, the three counts are independent Poisson variables; integrating over it gives a fully specified dependent joint law. The gamma random-intercept Poisson model uses Gamma shape and rate , so and . Treat the covariates as fixed, with the same multiplier distribution across covariate/treatment groups, as required by this model.
Let and . The law of total expectation, law of total variance and law of total covariance give
Thus each marginal is a negative binomial distribution by the Poisson-gamma mixture, rather than generally a Poisson variable. Put . Its variance is , and the marginal correlation is
It is positive but usually depends on the two marginal means, so it need not be the common exchangeable correlation proposed in the first approach. The first method focuses on population mean effects with a chosen working correlation matrix; the second models latent student heterogeneity and separates conditional Poisson variation from additional marginal variation. Correctly specified likelihood inference for the second uses more distributional assumptions, while the first can retain valid mean inference despite a wrong working covariance by using a cluster-level sandwich variance.
Insert the shape-two gamma prior into the integral from part (ii). The Gamma function integral gives
Therefore has a negative binomial distribution with shape two and success probability , using the failures-before-two-successes convention. This is the Poisson-gamma mixture. The identity verifies that the probabilities sum to one.
Its adjacent probability ratio is
Substituting in the posterior formula gives
exactly the estimate from part (i). The equality is required by sufficiency, and the direct computation confirms that the two negative-binomial and gamma parameter conventions have been used consistently.
The stated mean and variance identify as a gamma distribution with shape and scale . A Poisson-gamma mixture is negative binomial, with
When , this is exactly the constant-shape variance model fitted by the negative binomial regression, so the most appropriate printed p-value is from model3.
Poisson mixture Created 2026-10-05 Updated 2026-10-07
A model with for a nonnegative random intensity. Conditional expectation and total variance give and , explaining overdispersion. A Poisson-gamma mixture gives the negative binomial distribution.