Bivariate Discrete Poisson-Lindley Distributions

J Stat Theory Pract. 2022;16(2):30. doi: 10.1007/s42519-022-00261-z. Epub 2022 Apr 22.

Abstract

Two families of bivariate discrete Poisson-Lindley distributions are introduced. The first is derived by mixing the common parameter in a bivariate Poisson distribution by different models of univariate continuous Lindley distributions. The second is obtained by generalizing a bivariate binomial distribution with respect to its exponent when it follows any of five different univariate discrete Poisson-Lindley distributions with one or two parameters. The use of probability-generating functions is mainly employed to derive some general properties for both families and specific characteristics for each one of their members. We obtain expressions for probabilities, moments, conditional distributions, regression functions, as well as characterizations for certain bivariate models and their marginals. An attractive property of all bivariate individual models is that they contain only two or three parameters, and one of them is readily estimated by simple ratios of their sample means. This feature, and since all marginal distributions are over-dispersed, strongly suggests their potential use to describe bivariate dependent count data in many different areas.

Keywords: Poisson mixtures; Poisson–Lindley distribution; generalized binomial.