posted on 2002-08-01, 00:00authored byThomas P. Minka, Galit Shmeuli, Joseph B. Kadane, Sharad Borle, Peter BoatwrightPeter Boatwright
The Conway-Maxwell-Poisson (COM-Poisson) is a generalization of the Poisson distribution which can model both under-dispersed and over-dispersed data. However, the distribution, moments, and MLE cannot be computed in closed form. This paper describes computational schemes and handy approximations for the COM-Poisson.