On the Multivariate Poisson Normal Distribution
- 1 March 1976
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 71 (353) , 233
- https://doi.org/10.2307/2285775
Abstract
The factorial moment generating function (FMGF) of the multivariate Poisson normal (or Hermite) distribution is derived as the limiting form of a multinomial process and as the FMGF of a mixture of independent Poisson distributions when the parameters have a multivariate normal distribution. The FMGF is then used as starting point to derive a limiting form, a series expansion, marginal and conditional distributions as well as for estimating the parameters by using jointly the method of moments and least squaresf or correlated variables.Keywords
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