Bivariate Conway–Maxwell–Poisson distribution: Formulation, properties, and inference

Abstract

The bivariate Poisson distribution is a popular distribution for modeling bivariate count data. Its basic assumptions and marginal equi-dispersion, however, may prove limiting in some contexts. To allow for data dispersion, we develop here a bivariate Conway–Maxwell–Poisson (COM–Poisson) distribution that includes the bivariate Poisson, bivariate Bernoulli, and bivariate geometric distributions all as special cases. As a result, the bivariate COM–Poisson distribution serves as a flexible alternative and unifying framework for modeling bivariate count data, especially in the presence of data dispersion.