Estimation for bivariate osson distribution,holgate,biometrica
Answers
Answered by
0
This paper is concerned with the estimation of the covariance parameter of the bivariate
Poisson distribution. It is shown that the method of moments has low efficiency for
distributions with appreciable correlation, and an iterative method of solving the likelihood
equation is described. A further method of estimation is described which is more efficient
than the method of moments for certain regions of the parameter space. Finally, the
numerical results of applying the maximum-likelihood method to two sets of data are given
Similar questions