Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test

J. M. Stern and S. Zacks

Statistics & Probability Letters, 2002, vol. 60, issue 3, 313-320

Abstract: A new Evidence Test is applied to the problem of testing whether two Poisson random variables are dependent. The dependence structure is that of Holgate's bivariate distribution. These bivariate distribution depends on three parameters, 0

Keywords: Correlation; and; dependence; Evidence; test; Holgate; distribution; Test; of; hypotheses; Numerical; integration; and; optimization (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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