The Multivariate Poisson-Log Normal Distribution
研究了多元泊松-对数正态分布的性质,该分布能灵活刻画多元计数数据中的相关结构,适用于各类多元计数数据分析场景。
The statistical analysis of multivariate counts has proved difficult because of the lack of a parametric class of distributions supporting a rich enough correlation structure. With increasing availability of powerful computing facilities an obvious candidate for consideration is now the multivariate log normal mixture of independent Poisson distributions, the multivariate Poisson-log normal distribution. The properties of this discrete multivariate distribution are studied and its uses in a variety of applications to multivariate count data are illustrated.