On a trivariate Poisson distribution
Applications of Mathematics, Tome 36 (1991) no. 6, pp. 432-439.

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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.
DOI : 10.21136/AM.1991.104480
Classification : 62E10, 62E15, 62F10
Keywords: trivariate Poisson distribution; recurrence relationships; estimation; information matrix; maximum likelihood; simulation; partial derivatives; determinant; asymptotic covariance matrix
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Loukas, Sotirios; Papageorgiou, H. On a trivariate Poisson distribution. Applications of Mathematics, Tome 36 (1991) no. 6, pp. 432-439. doi : 10.21136/AM.1991.104480. http://geodesic.mathdoc.fr/articles/10.21136/AM.1991.104480/

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