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Results tagged with skellam-distribution
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user 30150
The Skellam distribution is a discrete distribution that describes the difference between two independent Poisson distributions with possibly different parameters.
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votes
What is the expectation of the absolute value of the Skellam distribution?
It's possible to write the expectation in terms of easy-to-compute special functions.
Let $z$ follow a Skellam distribution with rates $\lambda_1$ and $\lambda_2$, and $k = |z|$. The pmf for $k$ is:
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