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Bivariate Hofmann distributions

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Walhin, Jean-François

The aim of this paper is to develop some bivariate generalizations of the Hofmann distribution. The Hofmann distribution is known to give nice fits for overdispersed data sets. Two bivariate models are proposed. Recursive formulae are given for the evaluation of the probability function. Moments, conditional distributions and marginal distributions are studied. Two data sets are fitted based on the proposed models. Parameters are estimated by maximum likelihood.

Document type Article de périodique (Journal article)
Publication date 2003
Language anglais
Journal information "Journal of Applied Statistics" - Vol. 30, p. 1-14 (2003)
Peer reviewed yes
issn 0266-4763
e-issn 1360-0532
Publication status Publié
Affiliation Louvain School of Management
Links
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Bibliographic reference Walhin, Jean-François. Bivariate Hofmann distributions. In: Journal of Applied Statistics, Vol. 30, p. 1-14 (2003)
Permanent URL http://hdl.handle.net/2078/16862