The correlated Poisson distribution. A review with applications

E. Gómez Déniz, E. Calderín-Ojeda, F. J. Vázquez-Polo

We propose in this work to carry out an in-depth review of the correlated Poisson distribution, a generalization of the Poisson distribution presented by Drezner and Farnum (1994) (Communications in Statistics-Theory and Methods, 23,3, 841-857). This distribution allows modeling dependence between successive events. It is notorious that the correlation between successive observations is possible in many scenarios. Using this distribution allows for a study of data of this nature without the need to delve into autoregressive time series models. This distribution incorporates an additional parameter that allows dependence between successive observations of the phenomenon under study. When the correlation is zero, the Poisson distribution is obtained. Its generating function of moments appears expressed in closed terms, allowing any order's moments and estimation methods possible, although its probability function is expressed in a recursive equation.

Palabras clave: Correlation, Goodness-fit, Poisson distribution

Pósteres II
9 de noviembre de 2023  11:40
CC: Sala Pausa Café

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