`scipy.stats._discrete_distns:skellam_gen`

source: /scipy/stats/_discrete_distns.py :1699

Signature

   class     skellam_gen (    a    =  0   ,    b    =  inf   ,    name    =  None   ,    badvalue    =  None   ,    moment_tol    =  1e-08   ,    values    =  None   ,    inc    =  1   ,    longname    =  None   ,    shapes    =  None   ,    seed    =  None     )

Members

Summary

A Skellam discrete random variable.

Extended Summary

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Notes

Probability distribution of the difference of two correlated or uncorrelated Poisson random variables.

Let $k_{1}$ and $k_{2}$ be two Poisson-distributed r.v. with expected values $λ_{1}$ and $λ_{2}$ . Then, $k_{1} - k_{2}$ follows a Skellam distribution with parameters $μ_{1} = λ_{1} - ρ λ_{1} λ_{2}$ and $μ_{2} = λ_{2} - ρ λ_{1} λ_{2}$ , where $ρ$ is the correlation coefficient between $k_{1}$ and $k_{2}$ . If the two Poisson-distributed r.v. are independent then $ρ = 0$ .

Parameters $μ_{1}$ and $μ_{2}$ must be strictly positive.

For details see: https://en.wikipedia.org/wiki/Skellam_distribution

skellam takes $μ_{1}$ and $μ_{2}$ as shape parameters.

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Aliases

scipy.stats._discrete_distns.skellam_gen