EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00314-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:60:y:2002:i:3:p:313-320

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:60:y:2002:i:3:p:313-320