Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test.
type: Item
instance of: scholarly article
title: Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test.
zbMATH Open document ID: 1092.62512
DOI: 10.1016/S0167-7152(02)00314-0
author: S. Zacks
author: Julio Michael Stern
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 1907007
zbMATH Keywords: Correlation and dependence
zbMATH Keywords: Evidence test
zbMATH Keywords: Holgate distribution
zbMATH Keywords: Numerical integration and optimization
MaRDI profile type: Publication
cites work: Bayesian analysis of a three-component hierarchical design model
cites work: Q5631860
cites work: Q3706218
cites work: Estimation for the bivariate Poisson distribution
cites work: Q3134468
cites work: Q3870122
cites work: Monte Carlo strategies in scientific computing
cites work: On the Bayesianity of Pereira-Stern tests
cites work: Estimation in the bivariate poisson distribution and hypothesis testing concerning independence
cites work: Q5829350
cites work: Q5659019
full work available at URL: s0167-7152(02)00314-0
OpenAlex ID: W2102924325
description: scientific article; zbMATH DE number 1907007