We investigate credit portfolio tranche pricing and highlight the sensitivity of credit portfolios to dependence. The Poisson binomial distribution is extended by introducing correlation and ...

The beta-binomial distribution is extended to allow negative correlations among binary variates within an experimental unit. Regression models are proposed for both the binary variate response rate ...

This note sketches a biological context for the negative binomial distribution, gives some of the many equivalent mathematical notations that have been used for the negative binomial probabilities, ...