Skip to main content
Log in

On the generalization and estimation for the double poisson distribution

  • Published:
Trabajos de Estadistica Y de Investigacion Operativa

Summary

The Double Poisson Distribution introduced by Joshi is a bivariate analogue of the univariate counterpart. In this paper we define a generalized double Poisson distribution based on four parameters. We prove it is a probability function and derive a recurrence relation among the moments. The maximum likelihood, minimum variance unbiased, and Bayes estimators are considered. Finally, we give a numerical example for the goodness of fit of the distribution.

Resumen

La distribución doble de Poisson introducida por Joshi es una generalización bivariada de la correspondiente distribución univariada. En el presente trabajo se define una distribución de Poisson doble generalizada con cuatro parámetros. Se demuestra que es una función de probabilidad y se establece una relación de recurrencia entre los momentos. Se consideran los estimadores de máxima verosimilitud, los estimadores insesgados de variancia mínima, y los estimadores de Bayes. Finalmente se da un ejemplo numérico de la bondad de ajuste de la distribución.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. ARBOUS, A.G. and KERRICH, J.E. (1951). “Accident statistics and the Concept of accident proness”,Biometrics, 7, 340–432.

    Article  Google Scholar 

  2. CONSUL, P.C. and JAIN, G.C. (1973). “A generalization of Poisson distribution”,Technometrics 15, (4), 791–799.

    Article  MATH  MathSciNet  Google Scholar 

  3. JAIN, G.C. and SINGH, N. (1975). “On bivariate power series distributions associated with Lagrange expansion”,J.A.S.A., vol. 70, No. 352, 951–954.

    MATH  MathSciNet  Google Scholar 

  4. JOHNSON, N.L. and KOTZ, S. (1969). “Discrete distributions”, New York, John Wiley and Sons, Inc.

    MATH  Google Scholar 

  5. JOSHI, S.W. (1969). “Certain estimation and structural problems for a class of multivariate discrete distributions”.Unpublished Ph. D. thesis, Department of Statistics, The Pennsylvania State University.

  6. KENDALL, M.G. and STUART, A. (1963). “The advanced theory of statistics”, Vol. I., Charles Griffin & Co., London.

    Google Scholar 

  7. KOOPMAN, B.O. (1936). “On distributions admitting a sufficient statistics”,Trans. Amer. Math. Soc., 39, 399.

    Article  MATH  MathSciNet  Google Scholar 

  8. LEHMAN, E. (1959). “Testing of statistical hypothesis”, Wiley, New York. p. 132.

    Google Scholar 

  9. MARDIA, K.V. (1970). “Families of bivariate distribution”, London, Charles Griffin and Co.

    Google Scholar 

  10. MOHANTY S.G. (1972). “On queues involving patches”,J. Appl. Prob., 9, 430–435.

    Article  MATH  MathSciNet  Google Scholar 

  11. PATIL, G.P. and JOSHI, S.W. (1968). “A dictionary and bibliography of discrete distributions”. Oliver and Boyd, Edinburgh.

    MATH  Google Scholar 

  12. POINCARE, H. (1886). “Sur les résidues des integrales doubles”,Acta. Math. 9, 321–80.

    Article  MathSciNet  Google Scholar 

  13. SHENTON, L.R. and CONSUL, P.C. (1973). “On bivariate Lagrange and Borel-Tanner distributions and their use in queueing theory”,Sankhya, Ser. A. Vol. 35, Pt. 2, 229–236.

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Shoukri, M.M. On the generalization and estimation for the double poisson distribution. Trabajos de Estadistica Y de Investigacion Operativa 33, 97–109 (1982). https://doi.org/10.1007/BF02888625

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02888625

Key words

Navigation