On a Bivariate Pólya-Aeppli Distribution
Leda D. Minkova and
N. Balakrishnan
Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 23, 5026-5038
Abstract:
In this article, we use the bivariate Poisson distribution obtained by the trivariate reduction method and compound it with a geometric distribution to derive a bivariate Pólya-Aeppli distribution. We then discuss a number of properties of this distribution including the probability generating function, correlation structure, probability mass function, recursive relations, and conditional distributions. The generating function of the tail probabilities is also obtained. Moment estimation of the parameters is then discussed and illustrated with a numerical example.
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:43:y:2014:i:23:p:5026-5038
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DOI: 10.1080/03610926.2012.709906
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