A Flexible Multivariate Distribution for Correlated Count Data

نویسندگان

چکیده

Multivariate count data are often modeled via a multivariate Poisson distribution, but it contains an underlying, constraining assumption of equi-dispersion (where its variance equals mean). Real oftentimes over-dispersed and, as such, consider various advancements negative binomial structure. While over-dispersion is more prevalent than under-dispersion in real data, however, examples containing under-dispersed surfacing with greater frequency. Thus, there demonstrated need for flexible model that can accommodate both types. We develop Conway–Maxwell–Poisson (MCMP) distribution to serve alternative correlated contain dispersion. This structure the Poisson, geometric, and Bernoulli distributions special cases, serves bridge across these three classical models address other levels over- or under-dispersion. In this work, we not only derive distributional form statistical properties model, further parameter estimation, establish informative hypothesis tests detect statistically significant dispersion aid parsimony, illustrate distribution’s flexibility through several simulated real-world examples. These demonstrate MCMP performs on par proves particularly beneficial effectively representing data. offers effective, unifying framework modeling do necessarily adhere assumptions.

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ژورنال

عنوان ژورنال: Stats

سال: 2021

ISSN: ['2571-905X']

DOI: https://doi.org/10.3390/stats4020021