engleski

The exponentiated exponential Poisson distribution revisited

The main aim of this article is to characterize and investigate a random variable ξ having the three parameter exponentiated exponential Poisson distribution EEP(θ), θ = (α, β, λ) by giving explicit closed-form expressions for its characteristic function φ(t), moment generating function M(t), and the Fisher information matrix I(θ). Finally, we show that the existing series and integral form expressions for positive integer-order moments Eξ^ν are in fact valid for all ν > 1 − α, α > 0.

Exponentiated exponential Poisson distribution; Exponentiated exponential distribution; Characteristic function; Moments; Confluent Fox–Wright; Goyal–Laddha generalized Hurwitz–Lerch Zeta; generalized hypergeometric pFq; Srivastava–Daoust generalized Lauricella hypergeometric S of two variables

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