In order to get to know the various frailty distributions in the PVF family it is a good idea to plot them for various parameters. Plot the compound Poisson distribution when m = 1, the inverse Gaussian distribution, and the Levy distribution (stable ´ distribution with m = −1/2), and compare them. [The modified Bessel function of the first kind may be computed by several programs, e.g., Mathematical, Matlab, or the f Options package of R.]
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