This paper presents a solution procedure for the PDF solution of the response of nonlinear oscillators under Poisson white noise. The exponential-polynomial closure (EPC) method is employed to fulfill this task. A van der Pol oscillator and a Duffing oscillator are further investigated in the case of nonzero mean response, respectively. When the polynomial order n increases to 6, the result of the EPC method is in good agreement with the simulation, particularly in the tail region of the PDF. The analysis shows that the non-zero mean PDF is not symmetrically distributed about its mean unlike the case of the zero-mean PDF. The numerical analysis also shows that the result obtained with the EPC method (n=2) is same as that from equivalent linearization method with which the result differs significantly from the simulation result. © 2010 American Institute of Physics.