On a Bivariate Katz's Distribution Constructed by the Trivariate Reduction Method

Authors

  • Michel Koukouatikissa Diafouka Higher Teachers Training College, Marien Ngouabi University, Republic of Congo https://orcid.org/0000-0001-5442-8166
  • Chedly Gélin Louzayadio Faculty of Economics Sciences, Marien Ngouabi University, Republic of Congo

DOI:

https://doi.org/10.55630/sjc.2023.17.79-93

Keywords:

bivariate distributions, trivariate reduction method, Katz's distribution, EM algorithm, likelihood ratio test, multivariate count data

Abstract

In this paper, we propose the bivariate distribution of the Katz distribution [1] constructed by the trivariate reduction method, method developed in [6] and used in [5] to give an equivalent definition of the bivariate Poisson distribution [7, 8]. The constructed distribution includes, in particular, the bivariate Poisson distribution [5] and has interesting properties. For the estimation of the parameters, we used two methods: the method of moments and the maximum likelihood method using the EM algorithm. An application to concrete data has been made in order to carry out a comparative study between bivariate Poisson and Katz distributions, and we discuss the likelihood-ratio test, which assesses the goodness of fit of two competing statistical models.

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Published

2023-12-14

Issue

Section

Articles