We consider a stationary Poisson process X of k-flats in ℝ d with intensity measure Θ and a measurable set S of k-flats depending on F 1 ,..., F n ∈ X, x ∈ ℝ d , and X in a specific equivariant way.

This study extends the Poisson binomial distribution by introducing correlation and dependence between binomial events, enhancing its ability to capture complex event types and improving model ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Proceedings of the National Academy of Sciences of the United States of America, Vol. 98, No. 3 (Jan. 30, 2001), pp. 837-841 (5 pages) The theory of exponential dispersion models was applied to ...