Theory of overdispersion in counting statistics caused by fluctuating probabilities

It is shown that the random Lexis fluctuations of probabilities such as probability of decay or detection cause the counting statistics to be overdispersed with respect to the classical binomial, Poisson, or Gaussian distributions. The generating and the distribution functions for the overdispersed counting statistics are derived. Applications to radioactive decay with detection and more complex experiments are given, as well as distinguishing between the source and background, in the presence of overdispersion. Monte-Carlo verifications are provided.