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arXiv · 2005.10306

Dependence on a collection of Poisson random variables

Luis E. Nieto-Barajas
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Abstract

We propose two novel ways of introducing dependence among Poisson counts through the use of latent variables in a three levels hierarchical model. Marginal distributions of the random variables of interest are Poisson with strict stationarity as special case. Order--$p$ dependence is described in detail for a temporal sequence of random variables, however spatial or spatio-temporal dependencies are also possible. A full Bayesian inference of the models is described and performance of the models is illustrated with a numerical analysis of maternal mortality in Mexico. Extensions to cope with overdispersion are also discussed.

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Luis E. Nieto-Barajas. 2020-05-20. Dependence on a collection of Poisson random variables. https://arxiv.org/abs/2005.10306

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