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Computing probabilities of integer-valued random variables by recurrence relations

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  • Baena-Mirabete, S.
  • Puig, P.

Abstract

We derive a set of recurrence relations for the calculation of the probabilities of a large class of integer-valued random variables. We show that the probability mass function can be recursively computed for random variables with a probability generating function satisfying certain functional form.

Suggested Citation

  • Baena-Mirabete, S. & Puig, P., 2020. "Computing probabilities of integer-valued random variables by recurrence relations," Statistics & Probability Letters, Elsevier, vol. 161(C).
    • Handle: RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300225
    DOI: 10.1016/j.spl.2020.108719
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    References listed on IDEAS

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