[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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