Abstract

We consider the problem of estimating the parameters of the bivariate Poisson distribution from truncated samples. Two kinds of truncation are considered, namely, when zero values may not be observed on one or both marginals. We use the canonical form of the bivariate Poisson distribution to derive the first and second moments of the truncated distribution. Hence, the method of moments is used to obtain estimates for the parameters of the marginals λ1, λ2 and the correlation coefficient ρ. The properties of the estimates are considered in some special cases. An example is given to illustrate the application of the estimation formulae.

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