Computing with the COM-Poisson Distribution
- Tom Minka ,
- Galit Shmueli ,
- Joseph B. Kadane ,
- Sharad Borle ,
- Peter Boatwright
The Conway-Maxwell-Poisson (COM-Poisson) is a generalization of the Poisson distribution which can model both under-dispersed and over-dispersed data. However, the distribution, moments, and MLE cannot be computed in closed form. This paper describes computational schemes and handy approximations for the COM-Poisson.