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On a Bivariate Pólya-Aeppli Distribution

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  • Leda D. Minkova
  • N. Balakrishnan

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.

Suggested Citation

  • Leda D. Minkova & N. Balakrishnan, 2014. "On a Bivariate Pólya-Aeppli Distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(23), pages 5026-5038, December.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:23:p:5026-5038
    DOI: 10.1080/03610926.2012.709906
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