| Parameters | |
|---|---|
| Support | |
| pmf | |
| CDF | |
| Mean | |
| Median | No closed form |
| Mode | Not listed |
| Variance | |
| Skewness | Not listed |
| Ex. kurtosis | Not listed |
| Entropy | Not listed |
| MGF | Not listed |
| CF | Not listed |
In probability theory and statistics, the Conway–Maxwell–Poisson (CMP or COM-Poisson) distribution is a discrete probability distribution named after Richard W. Conway, William L. Maxwell, and Siméon Denis Poisson that generalizes the Poisson distribution by adding a parameter to model overdispersion and underdispersion. It is a member of the exponential family, has the Poisson distribution and geometric distribution as special cases and the Bernoulli distribution as a limiting case.
The COM-Poisson distribution was originally proposed by Conway and Maxwell in 1962 as a solution to handling queueing systems with state-dependent service rates. The probabilistic and statistical properties of the distribution were published by Shmueli et al. (2005).
The COM-Poisson is defined to be the distribution with probability mass function
for x = 0,1,2,..., and ≥ 0, where