Some Characterizations and Properties of COM-Poisson Random Variables


الملخص بالإنكليزية

This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it defines the COM-type discrete r.v. ${X_ u }$ of the discrete random variable $X$. The probability mass function of ${X_ u }$ has a link to the Renyi entropy and Tsallis entropy of order $ u $ of $X$. And then we can get the characterization of Stam inequality for COM-type discrete version Fisher information. By using the recurrence formula, the property that COM-Poisson random variables ($ u e 1$) is not closed under addition are obtained. Finally, under the property of not closed under addition of COM-Poisson random variables, a new characterization of Poisson distribution is found.

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