Compound Poisson distribution (CDF, PDF, random number)

Version 1.0.0 (1.93 KB) by Martin Magris
CDF/PDF and random number generator for a compound Poisson distribution with jumps distributed according to iid gamma distributions;
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Updated 12 Jan 2020

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CDF/PDF and random number generator for a compound Poisson distribution with
jumps distributed according to iid gamma distributions (and independent of the Poisson process).

Cite As

Martin Magris (2026). Compound Poisson distribution (CDF, PDF, random number) (https://www.mathworks.com/matlabcentral/fileexchange/73899-compound-poisson-distribution-cdf-pdf-random-number), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2019a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0