Question: An alternative negative binomial parameterization results from the gamma density formula, for which E(λ) = µ, var(λ) = µ/k. Show that this gamma mixture of

An alternative negative binomial parameterization results from the gamma density formula,

(k)** r (kμ) f (A; k, μ) - exp ( -kλ) λέμ-1, λ2 0,

for which E(λ) = µ, var(λ) = µ/k. Show that this gamma mixture of Poissons yields a negative binomial with

E(Y) = µ, var(Y) = µ(1 + k)/k.

For what limiting value of k does this reduce to the Poisson?

(k)** r (k) f (A; k, ) - exp ( -k) -1, 2 0,

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