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Methodological study reveals an index of dispersion test for bivariate Poisson distributions, indicating superior performance over classical goodness-of-fit tests.
SUMMARY The dispersion test for a univariate Poisson distribution is extended in a natural way to the bivariate case. The asymptotic distribution of the test statistic is established and is shown by simulation to be a satisfactory approximation even for small values of the bivariate Poisson parameters. Empirical power results are obtained which show that the proposed test compares favourably with both the classical Pearson chi-squared goodness-of-fit and the T-test recently developed by Crockett (1979, in Interactive Statistics, D. McNeil (ed.), North-Holland, Amsterdam).
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Loukas et al. (1986) studied this question.
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