Category:Definitions/Compound Distributions
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This category contains definitions related to Compound Distributions.
Related results can be found in Category:Compound Distributions.
Let $X_1, X_2, \ldots, X_N$ be pairwise independent random variables such that:
- the $X_i$ may or may not have the same probability distribution
- $N$ itself may also be a (discrete) random variable.
Let:
- $S_N : X_1 + X_2 + \cdots + X_N$
Then the probability distribution of $S_N$ is known as a compound distribution.
Pages in category "Definitions/Compound Distributions"
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