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Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test

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  • Stern, J. M.
  • Zacks, S.

Abstract

A new Evidence Test is applied to the problem of testing whether two Poisson random variables are dependent. The dependence structure is that of Holgate's bivariate distribution. These bivariate distribution depends on three parameters, 0

Suggested Citation

  • Stern, J. M. & Zacks, S., 2002. "Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 313-320, December.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:3:p:313-320
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    References listed on IDEAS

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    1. M. Madruga & Luis Esteves & Sergio Wechsler, 2001. "On the bayesianity of pereira-stern tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 291-299, December.
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    Cited by:

    1. Márcio Alves Diniz & C.A.B.Pereira & J.M.Stern, 2008. "FBST for Unit Root Problems," Working Papers 08_11, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.

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