Estimation in a truncated bivariate poisson distribution

Moment estimators for parameters in a truncated bivariate Poisson distribution are derived in Hamdan (1972) for the special case of λ1 = λ2, Where λ1, λ2 are the marginal means. Here we derive the maximum likelihood estimators for this special case. The information matrix is also obtained which provides asymptotic covariance matrix of the maximum likelihood estimators. The asymptotic covariance matrix of moment estimators is also derived. The asymptotic efficiency of moment estimators is computed and found to be very low.