On a trivariate Poisson distribution
Sotirios Loukas; Evgenia H. Papageorgiou
Applications of Mathematics (1991)
- Volume: 36, Issue: 6, page 432-439
- ISSN: 0862-7940
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topLoukas, Sotirios, and Papageorgiou, Evgenia H.. "On a trivariate Poisson distribution." Applications of Mathematics 36.6 (1991): 432-439. <http://eudml.org/doc/15691>.
@article{Loukas1991,
abstract = {A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.},
author = {Loukas, Sotirios, Papageorgiou, Evgenia H.},
journal = {Applications of Mathematics},
keywords = {trivariate Poisson distribution; recurrence relationships; estimation; information matrix; maximum likelihood; simulation; partial derivatives; determinant; asymptotic covariance matrix; recurrence relations; information matrix; simulation; four parameter trivariate Poisson distribution; partial derivatives; solutions of the maximum likelihood equations; determinant; asymptotic covariance matrix; maximum likelihood estimation},
language = {eng},
number = {6},
pages = {432-439},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On a trivariate Poisson distribution},
url = {http://eudml.org/doc/15691},
volume = {36},
year = {1991},
}
TY - JOUR
AU - Loukas, Sotirios
AU - Papageorgiou, Evgenia H.
TI - On a trivariate Poisson distribution
JO - Applications of Mathematics
PY - 1991
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 36
IS - 6
SP - 432
EP - 439
AB - A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.
LA - eng
KW - trivariate Poisson distribution; recurrence relationships; estimation; information matrix; maximum likelihood; simulation; partial derivatives; determinant; asymptotic covariance matrix; recurrence relations; information matrix; simulation; four parameter trivariate Poisson distribution; partial derivatives; solutions of the maximum likelihood equations; determinant; asymptotic covariance matrix; maximum likelihood estimation
UR - http://eudml.org/doc/15691
ER -
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