Recursive Evaluation of Some Bivariate Compound Distri

Abstract

In this paper we consider compound distributions where the counting distribution is a bivariate distribution with the probability function (Pn,,,2)n,,n2_>0 that satisfies a recursion in the form P""n2 = a°+al +a~2 +n~2/P'"-t'n2-' n2 P,1-1.,,2 qCOW Phi,n2-1, h i , n2 = 1, 2, ... We present an algorithm for recursive evaluation of the corresponding compound… (More)

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