A correlated poisson distribution for correlated events

Zvi Drezner, Nicholas R. Farnum · Communication in Statistics- Theory and Methods · 1994

In this paper we introduce a correlated Poisson distribution (CPD) that incorporates possible nonzero correlation between successive events. The CPD is a two-parameter distribution that reduces to the usual Poission distribution in the case of zero correlation between successive events. Computational experimentation with various data show the usefulness of the CPD in modelling such correlated data.

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