In this paper, a new bivariate generalized Poisson distribution (GPD) that allows any type of correlation is defined and studied. The marginal distributions of the bivariate model are the univariate GPDs. The parameters of the bivariate distribution are estimated by using the moment and maximum likelihood methods. Some test statistics are discussed and one numerical data set is used to illustrate the applications of the bivariate model.

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Volume64, Issue1

February 2010

Pages 112-124

A new bivariate generalized Poisson distribution

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