Abstract We propose a score test for testing independence of the marginals based on Lakshminarayana’s bivariate Poisson probability mass function. Each marginal distribution of the bivariate model is a univariate Poisson distribution, and the parameters of the bivariate distribution can be estimated using maximum likelihood methods. The simulation study shows that the score test maintains size close to the nominal level. To assess the efficiency of the derived score test, the estimated significance levels and powers of the likelihood ratio and Wald tests as well as Spearman’s rank correlation test are calculated and compared. A relevant dataset is used to illustrate the application of the bivariate Poisson model and the proposed score test for independence.
The score test for independence of two marginal Poisson variables
Roy Bower,J. Hussey,Jiajia Zhang,J. Quattro,B. Muhling,William Cipolli,J. Hardin
Published 2018 in Communications in Statistics: Case Studies, Data Analysis and Applications
ABSTRACT
PUBLICATION RECORD
- Publication year
2018
- Venue
Communications in Statistics: Case Studies, Data Analysis and Applications
- Publication date
2018-10-02
- Fields of study
Mathematics
- Identifiers
- External record
- Source metadata
Semantic Scholar
CITATION MAP
EXTRACTION MAP
CLAIMS
- No claims are published for this paper.
CONCEPTS
- No concepts are published for this paper.
REFERENCES
Showing 1-7 of 7 references · Page 1 of 1
CITED BY
Showing 1-2 of 2 citing papers · Page 1 of 1