Inference for Type II bivariate Pólya–Aeppli distribution

ABSTRACT

In this article, we discuss the estimation of model parameters of the Type II bivariate Pólya–Aeppli distribution using the method of moments and the maximum likelihood method. We also compare some interval estimation methods. We then carry out a Monte Carlo simulation study to evaluate the performance of the proposed point and interval estimation methods. Finally, we present an example to illustrate all the inferential methods developed here.

KEYWORDS:

• Bivariate Pólya–Aeppli distribution
• Bootstrap method
• Confidence interval
• Maximum likelihood estimation
• Moment estimation method

MATHEMATICS SUBJECT CLASSIFICATION:

• 62 statistics
• 62E20

Acknowledgments

Thanks for the support of national science foundation of China (11571220) and the technique support of sharcnet for computation.