Random values generation from the bivariate Poisson distribution {bivpois}R Documentation

Random values generation from the bivariate Poisson distribution

Description

Random values generation from the bivariate Poisson distribution.

Usage

rbp(n, lambda)

Arguments

n

The sample size.

lambda

A vector with the three parameters, (λ1,λ2,λ3)(\lambda_1,\lambda_2,\lambda_3) of the Poisson distribution.

Details

In order to generate values from this distribution one needs three independent Poisson variables, X1Po(λ1)X_1 \sim \text{Po}\left(\lambda_1\right), X2Po(λ2)X_2 \sim \text{Po}\left(\lambda_2\right) and X3Po(λ3)X_3 \sim \text{Po}\left(\lambda_3\right). Then, (X,Y)=(X1+X3,X2+X3)BP(λ1,λ2,λ3)\left(X,Y\right)=\left(X_1+X3,X_2+X_3\right) \sim \text{BP}\left(\lambda_1,\lambda_2,\lambda_3\right).

Value

A matrix with n rows and 2 columns.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

References

Kocherlakota S. and Kocherlakota K. (1992). Bivariate discrete distributions. CRC PRess.

See Also

bp.mle

Examples

x <- rbp( 300, c(3, 5, 2) )
bp.mle(x)

[Package bivpois version 1.0 Index]