0
$\begingroup$

Is there a probability distribution similar to Poisson, but with controlled variance?

Poisson distribution with a lambda has a fixed mean and fixed variance; both mean and variance are equal to the $\lambda$ parameter. I am looking for a distribution to generate samples that has properties similar to Poisson, but with smaller variance instead of a variance equal to $\lambda$.

Does Poisson have a family of distributions in which mean and variance can be controlled by two different parameters?

$\endgroup$
2
  • $\begingroup$ Perhaps negative binomial is what you want. $\endgroup$ – Dave Mar 24 '20 at 2:57
  • $\begingroup$ That has larger variance, not smaller as OP requests in the post $\endgroup$ – Glen_b Mar 24 '20 at 4:21
0
$\begingroup$

See Joe Hilbe's response at What is the appropriate model for underdispersed count data?

If it pertains to count data, Hilbe is the guru.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.