statsmodels.discrete.discrete_model.Poisson.cdf

Poisson.cdf(X)

Poisson model cumulative distribution function

Parameters

Xarray_like

X is the linear predictor of the model. See notes.

Returns

The value of the Poisson CDF at each point.

Notes

The CDF is defined as

$$\exp\left(-\lambda\right)\sum_{i=0}^{y}\frac{\lambda^{i}}{i!}$$

where $\lambda$ assumes the loglinear model. I.e.,

$$\ln\lambda_{i}=X\beta$$

The parameter X is $X\beta$ in the above formula.