Events

Indranil Ghosh

University of North Carolina at Wilmington
Colloquia

When

Date: Wednesday, April 20, 2022
Time: 4:00 pm - 5:00 pm
Location: Virtual through Zoom
Indranil Ghosh, is currently an Associate Professor of Statistics in the Department of Mathematics and Statistics at the University of North Carolina Wilmington. Currently, he is serving as a guest editor for a special issue of the journal Computational and Mathematical Methods published by John Wiley, on the editorial board of the Journal of Business Analytics published by Taylor & Francis, and an associate editor for the Journal of the Iranian Statistical Society, Journal of Statistical Distributions and Applications. He is elected as the Chair- Elect 2021 of the Section on Risk Analysis of the American Statistical Association. He is an elected member of the International Statistical Institute.

In this article, we discuss a bivariate Poisson conditionals distribution whose conditionals are univariate Poisson distributions, but the marginals are not Poisson which exhibits negative correlation. Some useful structural properties of this distribution namely marginals, moments, generating functions, stochastic ordering are investigated. Simple proofs of negative correlation, marginal over-dispersion, distribution of sum and conditional given the sum are also derived. The distribution is shown to be a member of the multi-parameter exponential family and some natural but useful consequences are also outlined. Parameter estimation with maximum likelihood is implemented. Copula- based simulation experiments are carried out using Bivariate Normal and the Farlie–Gumbel–Morgenstern copulas to assess how the model behaves in dealing with the situation. Finally, the distribution is fitted to seven bivariate count data sets with an inherent negative correlation to illustrate suitability.