A generalization of the bivariate Beta-Binomial distribution

作者：Olmo Jimenez M J^*; Martinez Rodriguez A M; Conde Sanchez A; Rodriguez Avi J

来源：Journal of Statistical Planning and Inference, 2011, 141(7): 2303-2311.

DOI：10.1016/j.jspi.2011.01.011

• Appell hypergeometric function F-1
• Bivariate Beta-Binomial distribution
• Mixture model
• Overdispersion
• Purchase and consumption behaviour

This paper presents a new bivariate discrete distribution that generalizes the bivariate Beta-Binomial distribution. It is generated by Appell hypergeometric function F-1 and can be obtained as a Binomial mixture with an Exton's Generalized Beta distribution. The model has different marginal distributions which are, together with the conditional distributions, more flexible than the Beta-Binomial distribution. It has non-linear regression curves and is useful for random variables with positive correlation. These features make the model very adequate to fit observed data as the two applications included show.

• 出版日期2011-7