Skellam#
- class pymc_experimental.distributions.Skellam(name, mu1, mu2, **kwargs)[source]#
Skellam distribution.
The Skellam distribution is the distribution of the difference of two Poisson random variables.
The pmf of this distribution is
\[f(x | \mu_1, \mu_2) = e^{{-(\mu _{1}\!+\!\mu _{2})}}\left({\frac {\mu _{1}}{\mu _{2}}}\right)^{{x/2}}\!\!I_{{x}}(2{\sqrt {\mu _{1}\mu _{2}}})\]where \(I_{x}\) is the modified Bessel function of the first kind of order \(x\).
Read more about the Skellam distribution at https://en.wikipedia.org/wiki/Skellam_distribution
(
Source code
,png
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)Support
\(x \in \mathbb{Z}\)
Mean
\(\mu_{1} - \mu_{2}\)
Variance
\(\mu_{1} + \mu_{2}\)
- Parameters:
mu1 (tensor_like of float) – Mean parameter (mu1 >= 0).
mu2 (tensor_like of float) – Mean parameter (mu2 >= 0).
- __init__()#
Methods
__init__
()dist
(mu1, mu2, **kwargs)skellam_dist
(mu1, mu2, size)skellam_logp
(value, mu1, mu2)