CompoundPoissonDistribution

CompoundPoissonDistribution[λ,dist] represents a compound Poisson distribution with rate parameter λ and jump size distribution dist.

Examples

Create a compound Poisson distribution:

dist = CompoundPoissonDistribution[3, ExponentialDistribution[1]]

Compute the mean:

Mean[CompoundPoissonDistribution[3, ExponentialDistribution[1]]]
(* 3 *)

Please visit the official Wolfram Language Reference for more details.