[R-sig-Finance] Mixture
Krishna Kumar
kriskumar at earthlink.net
Mon Jun 5 02:57:54 CEST 2006
This looks like a parameter mix distribution. Si a binomial distr with
parameters (N,p) where the parameter N
now is **not** fixed but varies as poisson with intensity say lambda.
Then we have a new distribution which is poisson with intensity (lambda*p)
[so mixture =a conditional distribution given the parameter and the
distribution of the parameter itself ]
I vaguely think this may be possible with the distrEx package.
Best,
Krishna
Spencer Graves wrote:
> What problem are you trying to solve? Mixing Gaussian and
>hypergeometric distributions seems to me like mixing apples and volts:
>The Gaussian or normal distribution is continuous, while the
>hypergeometric is discrete. Poisson and binomial are both discrete, but
>the first represents counts of events assumed to be independent with no
>theoretical upper limit, while the binomial is the number of "successes"
>out of a fixed number of trials. This is more like comparing a rain
>storm with a bottle of water.
>
>
>
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