Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference

Kimberly F. Sellers, Darcy Steeg Morris and Narayanaswamy Balakrishnan

Journal of Multivariate Analysis, 2016, vol. 150, issue C, 152-168

Abstract: The bivariate Poisson distribution is a popular distribution for modeling bivariate count data. Its basic assumptions and marginal equi-dispersion, however, may prove limiting in some contexts. To allow for data dispersion, we develop here a bivariate Conway–Maxwell–Poisson (COM–Poisson) distribution that includes the bivariate Poisson, bivariate Bernoulli, and bivariate geometric distributions all as special cases. As a result, the bivariate COM–Poisson distribution serves as a flexible alternative and unifying framework for modeling bivariate count data, especially in the presence of data dispersion.

Keywords: Bivariate distribution; Dispersion; Dependence; Conway–Maxwell–Poisson (COM–Poisson) (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (8)

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DOI: 10.1016/j.jmva.2016.04.007

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