Two new bivariate zero-inflated generalized Poisson distributions with a flexible correlation structure

  • Chi Zhang the University of Hong Kong
  • Guoliang Tian the University of Hong Kong
  • Xifen Huang the University of Hong Kong
Keywords: Bivariate generalized Poisson distribution, Expectation–maximization algorithm, Newton–Raphson algorithm, Over-dispersion, Zero-inflated generalized Poisson distribution.

Abstract

To model correlated bivariate count data with extra zero observations, this paper proposes two new bivariate zero-inflated generalized Poisson (ZIGP) distributions by incorporating a multiplicative factor (or dependency parameter) λ, named as Type I and Type II bivariate ZIGP distributions, respectively. The proposed distributions possess a flexible correlation structure and can be used to fit either positively or negatively correlated and either over- or under-dispersed count data, comparing to the existing models that can only fit positively correlated count data with over-dispersion. The two marginal distributions of Type I bivariate ZIGP share a common parameter of zero inflation while the two marginal distributions of Type II bivariate ZIGP have their own parameters of zero inflation, resulting in a much wider range of applications. The important distributional properties are explored and some useful statistical inference methods including maximum likelihood estimations of parameters, standard errors estimation, bootstrap confidence intervals and related testing hypotheses are developed for the two distributions. A real data are thoroughly analyzed by using the proposed distributions and statistical methods. Several simulation studies are conducted to evaluate the performance of the proposed methods.

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Published
2015-05-12
How to Cite
Zhang, C., Tian, G., & Huang, X. (2015). Two new bivariate zero-inflated generalized Poisson distributions with a flexible correlation structure. Statistics, Optimization & Information Computing, 3(2), 105-137. https://doi.org/10.19139/soic.v3i2.133
Section
Research Articles