zfk 发表于 2010-1-20 23:21 
比如,计算双重Poisson (Efron, 1986, JASA,709-721), double poisson distribution
其分布列为
\theta^(1/2)\exp(-\thetha*\mu)*...*(\exp(1)*\mu/y)^(y\theta), y=0,1,2,....
注意(\exp(1)*\mu/y)中y=0时怎么处理啊??
Why it is zero?
The probability density function of double poisson distribution is
f(x|μ,b) = (1/2b) * exp { -|x-μ|/b }
μ is a location parameter and b > 0 is a scale parameter.
By definition b shoulb be always great than zero.