Comparison between two bivariate Poisson distributions through the phi-divergence.

  • Prévot C. Batsindila Nganga
  • Rufin Bidounga
  • Dominique Mizère
  • Célestin C. Kokonendji

Abstract

In the literature, there are two probabilistic models of bivariate Poisson : the model according to Holgate and the model according to Berkhout and Plug. These two models express themselves by their probability mass function. The model of Holgate puts in evidence a strictly positive correlation, which is not always realistic. To remedy this problem, Berkhout and Plug proposed a bivariate Poisson distribution accepting the correlation as well negative, equal to zero, that positive. In this paper, we show that these models are nearly everywhere asymptotically equal. From this survey that the ø-divergence converges toward zero, both models are therefore nearly everywhere equal. Also, the model of Holgate converges toward the one of Berkhout and Plug. Some graphs will be presented for illustrating this comparison.

Keywords: Correlation structure; distribution convergence

Published
2018-02-20
Section
Articles

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print ISSN: 2316-090X