Stern, J. M.; Zacks, S. - In: Statistics & Probability Letters 60 (2002) 3, pp. 313-320
A new Evidence Test is applied to the problem of testing whether two Poisson random variables are dependent. The dependence structure is that of Holgate's bivariate distribution. These bivariate distribution depends on three parameters, 0[theta]1,[theta]2[infinity], and 0[less-than-or-equals,...