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Analytical proofs for the properties of the probability mass function of the Poisson distribution of order $k$ (2310.00827v1)

Published 2 Oct 2023 in math.PR

Abstract: The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$, the probability mass function (pmf) decreases monotonically for all $n\ge k$ (it is known that the pmf increases strictly for $1\le n \le k$, for fixed $k\ge2$ and all $\lambda>0$). The second main result is a partial proof that the difference (mean $-$ mode) does not exceed $k$. The term `partial proof' signifies that the derivation is conditional on an assumption which, although plausible and supported by numerical evidence, is as yet not proved. This note also presents new inequalities, and sharper bounds for some published inequalities, for the Poisson distribution of order $k$.

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