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The probability mass function for the Skellam distribution for a count difference $ k=n_1-n_2 $ from two Poisson-distributed variables with means $\mu_1$ and $\mu_1$ is given by:

$$ f(k;\mu_1,\mu_2)= e^{-(\mu_1+\mu_2)} \left({\mu_1\over\mu_2}\right)^{k/2}I_{|k|}(2\sqrt{\mu_1\mu_2}) $$ where $I_k(z)$ is the modified Bessel function of the first kind.

I know the sum of these functions for k from 2 to n $$ \sum_{k=2}^n f(k;\mu_1,\mu_2) = a$$

I also know the sum $\mu_1 + \mu_2 = \mu$. So i can substitute $\mu_1$ for $\mu - \mu_2. $ So i have $$ a = \sum_{k=2}^n e^{-(\mu_1+\mu_2)} \left({\mu_1\over\mu_2}\right)^{k/2}I_{|k|}(2\sqrt{\mu_1\mu_2}) = \sum_{k=2}^n e^{-(\mu)} \left({\mu - \mu_2\over\mu_2}\right)^{k/2}I_{|k|}(2\sqrt{(\mu - \mu_2)\mu_2})$$

My question is how can i compute $\mu_2$ from this equation if it's possible.

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  • $\begingroup$ Why $|k|$ in $I_{|k|}(2\sqrt{\mu1\mu2})$ if you sum up for $k$ from 2 to $n$? $\endgroup$
    – user64494
    Commented May 30, 2019 at 15:55
  • $\begingroup$ @user64494 yes, you are right. I just wrote a common formula, as this does not matter for this case. $\endgroup$ Commented May 30, 2019 at 16:05
  • $\begingroup$ I think it can be done numerically by CASes in the case of concrete $n, \mu$ and $a$ only. $\endgroup$
    – user64494
    Commented May 30, 2019 at 16:27
  • $\begingroup$ @user64494 yes, we know these concrete parameters. Can we compute, for example, if n = 5, μ = 3.18 and a = 0.22? This decision for concrete numbers will be valued for me. What CASes are u talking about? $\endgroup$ Commented May 30, 2019 at 18:57
  • $\begingroup$ Rather than paying, you can try using WolframAlpha Open Code, which has Bessel function support: open.wolframcloud.com/env/… $\endgroup$ Commented Sep 28, 2020 at 17:24

1 Answer 1

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Here is its numerical solution for required values of parameters done with Maple:

a := .22: n := 5: mu := 3.18:
 fsolve(a = add(exp(-mu)*((mu-mu2)/mu2)^(k/2)*BesselI(k, 2*sqrt((mu-mu2)*mu2)), k = 1 .. n));

$2.002275629 $

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  • $\begingroup$ Can you provide it with any formulas? I need common solution, where i will compute with certain parameters. As i understand in this case, for other parameters i should buy this maple software? $\endgroup$ Commented May 31, 2019 at 9:23

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