Notes on the Negative Binomial Distribution
binomial distribution that makes the connection with the Poisson more ex-plicit. Suppose Xj is a Poisson random variable and is a gamma( ; ) random variable. We create a new kind of random variable by starting with a Poisson but making it more variable by allowing the mean parameter to itself be random. P(X= x) = 1 ( ) Z 1 0
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