Poisson Distribution - Bivariate Poisson Distribution

Bivariate Poisson Distribution

This distribution has been extended to the bivariate case. The generating function for this distribution is

with

The marginal distributions are Poisson( θ1 ) and Poisson( θ2 ) and the correlation coefficient is limited to the range

The Skellam distribution is a particular case of this distribution.

Read more about this topic:  Poisson Distribution

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