Compounded Bivariate Poisson Distributions
Subrahmaniam Kocherlakota, Kathleen Kocherlakota · 2017
As we saw in section 1.5 , a wide class of distributions can be constructed by compounding or generalizing . The bivariate negative binomial distribution discussed in Chapter 5 is an example of a distribution which can be derived by compounding a bivariate Poisson distribution with a gamma distribution. In this chapter these definitions and results will be extended to the bivariate case.