Statistical inference for distributions with one Poisson conditional
© 2021 Informa UK Limited, trading as Taylor & Francis Group.
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 48(2021), 13-15 vom: 18., Seite 2306-2325 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2021
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| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article Pseudo-Poisson index of dispersion likelihood ratio test marginal and conditional distributions maximum-likelihood estimators |
| Zusammenfassung: | © 2021 Informa UK Limited, trading as Taylor & Francis Group. It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encountered involving Poisson marginals and conditionals. However, it is known, from research on conditionally specified models, that Poisson marginals will be encountered, together with both conditionals being of the Poisson form, only in the case in which the variables are independent. In order to have a flexible dependent bivariate model with some Poisson components, in the present article, we will be focusing on bivariate distributions with one marginal and the other family of conditionals being of the Poisson form. Such distributions are called Pseudo-Poisson distributions. We discuss distributional features of such models, explore inferential aspects and include an example of applications of the Pseudo-Poisson model to sets of over-dispersed data |
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| Beschreibung: | Date Revised 27.08.2024 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2021.1928017 |