Estimation for the bivariate Poisson distribution

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Abstract
This paper is concerned with the estimation of the covariance parameter of the bivariate Poisson distribution. It is shown that the method of moments has low efficiency for distributions with appreciable correlation, and an iterative method of solving the likelihood equation is described. A further method of estimation is described which is more efficient than the method of moments for certain regions of the parameter space. Finally, the numerical results of applying the maximum-likelihood method to two sets of data are given as illustrations.

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