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Representation of multivariate discrete distributions by probability generating functions

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  • Krummenauer, Frank

Abstract

This text presents an overview on multivariate discrete distributions such as the multivariate Poisson or Pascal distributions. The paper summarizes uniform representations by probability generating functions to obtain similar expressions as compared to the univariate distribution analogues.

Suggested Citation

  • Krummenauer, Frank, 1998. "Representation of multivariate discrete distributions by probability generating functions," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 327-331, August.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:4:p:327-331
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    Cited by:

    1. Tzougas, George & Makariou, Despoina, 2022. "The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters," LSE Research Online Documents on Economics 117197, London School of Economics and Political Science, LSE Library.
    2. Krummenauer, Frank, 1999. "Conservativeness of global tests for bivariate binomial and Poisson data," Statistics & Probability Letters, Elsevier, vol. 41(4), pages 407-412, February.
    3. George Tzougas & Despoina Makariou, 2022. "The multivariate Poisson‐Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(4), pages 401-417, December.

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