Un modello multidimensionale per variabili casuali discrete

Abstract

In this paper a model is proposed to express a particular relationship between Poisson random variables. Various properties of this model are investigated, including the derivation of the moments and some particularly interesting regression functions. Moreover, it is shown that the model is a member of the exponential family and is expressed in canonical form. Finally the method of maximum likelihood is used to estimate both canonical and original parameters. The estimators are studied, their properties are examined and their asymptotic distribution is obtained.