Applied Mathematics, 2011, 2, 824-829

doi:10.4236/am.2011.27110 Published Online July 2011 (http://www.SciRP.org/journal/am)

Copyright 2011 SciRes. AM
Bivariate Zero-Inflated Power Series Distribution
Patil Maruti Krishna
1
, Shirke Digambar Tukaram
2
1
Department of Statistics, P. V. P. Mahavidyalaya, Kavathe Mahankal, Sangli, India
2
Department of Statistics, Shivaji University, Kolhapur, India
E-mail: mkpatil_stats@rediffmail.com, dtshirke@gmail.com
Received December 19, 2010; revised May 12, 2011; accepted May 15, 2011
Abstract

Many researchers have discussed zero-inflated univariate distributions. These univariate models are not
suitable, for modeling events that involve different types of counts or defects. To model several types of de-
fects, multivariate Poisson model is one of the appropriate models. This can further be modified to incorpo-
rate inflation at zero and we can have multivariate zero-inflated Poisson distribution. In the present article,
we introduce a new Bivariate Zero Inflated Power Series Distribution and discuss inference related to the
parameters involved in the model. We also discuss the inference related to Bivariate Zero Inflated Poisson
Distribution. The model has been applied to a real life data. Extension to k-variate zero inflated power series
distribution is also discussed.

Keywords: Bivariate Zero-Inflated Power Series Distribution, Bivariate Zero-Inflated Poisson Distribution,
K-Variate Zero-Inflated Power Series Distribution
1. Introduction
In a manufacturing process there may exist several types
of (say m) defectsfor example, solder short circuits,
solder voids, absence of solder etc. on one printed circuit
board. These defects cause different types of product
failure and generate different types of equipment prob-
lems. In the above example there can be only one type of
defect which occurs more frequently and the other de-
fects occurs very rarely. Another situation could be both
types of defects occur rarely and so on. To model several
types of defects, multivariate Poisson model is one of the
appropriate models to use. This can further be modified
to incorporate inflation at zero and we can have multi-
variate zero-inflated Poisson (MZIP) distribution. There
are several ways to construct MZIP distributions. In the
literature, Chin-Shang et al. [1] have discussed various
types of MZIP models and investigated their distribu-
tional properties. Deshmukh and Kasture [2] have stud-
ied bivariate distribution with truncated Poisson marginal
distributions. Gupta et al. [3] have considered inflated
distributions at the point zero and studied the structural
properties of the inflated distribution. Gupta et al. [4]
have discussed score test for zero-inflated generalized
Poisson regression model. Holgate [5] described the es-
timation of covariance parameter of bivariate Poisson
distribution by iterative method. Lambert [6] considered
zero-inflated Poisson regression model. Laxminarayana
et al. [7] have studied bivariate Poisson distribution and
the distributional properties of the model. Patil and
Shirke [8] studied testing parameter of the power series
distribution of a zero-inflated power series model. Patil
and Shirke [9] also studied equality of inflation parame-
ters of two zero-inflated power series distributions. It
appears that majority of the study in the literature is re-
stricted to Poisson distribution and its extension to mul-
tivariate set up. Relatively less has been reported for the
family of distributions containing other distributions.
In this article, we introduce a new Bivariate Zero-In-
flated Power Series Distribution (BZIPSD) and discuss
inference related to the parameters involved in the same.
The rest of the paper is organized as follows. Section 2,
introduces the BZIPSD along with moments of the same.
Section 3, deals with inference related to the parameters
involved in the BZIPSD. In Section 4, we discuss infer-
ence related to Bivariate Zero-Inflated Poisson Distribu-
tion (BZIPD). The data set reported by Arbous and Ker-
rich [10] is modeled by Bivariate Zero Inflated Poisson
Distribution. The paper concludes with generalization to
multivariate setup.
P. M. KRISHNA ET AL. 825

2. Bivariate Zero-Inflated Power Series
Distribution
Let X and Y be two random variables with probabil-
ity mass functions
( )
( )
( )
1
1 1
1 1
,
x
a x
P x
f
u
u
u
= and ( )
( )
( )
2
2 2
2 2
,
y
b y
P y
f
u
u
u
=
, . x y T e

where is the common support of T X and Y ,
1
0, u >
2
0 u > , , (.) a (.) 0 b > ( ) ( )
1 1 1
x
f a x u u =

,
( )
2 2
( )
2
.
y
f b y u u =

Define,
( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
, 1 2 1 1 2 2
1 1 2 2
, , , , , ,
1
X Y
P x y P x P y
g x E g X g y E g Y
u u o u u
o
=
(
+

, (2.1)
where, ( )
1
g x and
2
( ) g y are bounded function on
2
9 .
note that We ( )
1 2
, ,
,
,
X Y
P x y,u u o

is a proper bivariate
distribution for a suitable choice of o e9. Based on the
distribution (2.1), in the following ntroduce three
types of BZIPSD.
Type-I BZIPSD
we i
: When there is an inflation only at
( x ) ( ) , 0, 0 y
' '
= , we define the BZIPSD as
( )
( ) ( ) ( ) ( )
( ) ( ) ( )
, 1 2
1 2
, 1 2
1 0, 0, , , , , 0, 0 , 0 1
, , , , ,
, , , , , , , 0, 0
X Y
X Y
P x y
P x y
P x y x y
u u o
u u o
u u o
' '
+ = < <

=

' '

(2.2)
Type-II BZIPSD: When there is inflation at X component only, we define the BZIPSD as
(2.3)
Type-III BZIPSD: When there is inflation at component only, we define the BZIPSD as
(2.4)
In the present discussion we focus only on Type-IBZIPSD,
re
Moment Generating Function
of (X,Y) is
( )
( ) ( ) ( ) ( )
( ) ( ) ( )
, 1 2
1 2
, 1 2
1 0, , , , , , 0, 0 , 0 1
, , , , ,
, , , , , , , 0, 0
X Y
X Y
P y x y
P x y
P x y x y
u u o
u u o
u u o
' '
+ = < <

=

' '

Y -
( )
( ) ( ) ( ) ( )
( )
, 1 2
1 2
, 1 2
1 , 0, , , , , 0, 0 , 0,1, 2,
, , , , ,
, , , , , , 0,1, 2, , 1, 2, 3,
0 1
X Y
X Y
P x x y x x
P x y
P x y x y
u u o
u u o
u u o
' '
+ = =
=

= =

< <

sults on the remaining two can be obtained analogously. The moment generating function
( ) ( )
( )
( ) ( ) ( ) ( ) ( )
{ }
( ) ( ) ( )
{ } { } { }
1 2
1 2
, 1 2
, 1 2
1 1 2 2 1 1 1 1 2 2 2 2
,
,
1
t X t Y
X Y
X Y
t X t Y
M t t E e
M t t
M t M t E e g X M t E g X E e g Y M t E g Y o
+
=
( ( = + + ( (


(2.5)
Therefore, we have
( ) M t M ( )
( ) { }
( ) ( )
( ) { }
1 , 1
1 1
2 , 2
2 2
, 0
1
0,
1
X X Y
Y X Y
t
M t
M t M t
M t
= +
=
= +

=
(2.6)
where ( )
1 X
M t
( )
j
f u ' and (
j
f ) u ''
( )
j
f u
u
c
c
denote
and ( )
2 Y
M t
m vari
are the moment generat-
ing fun f rando ables ctions o X and Y of zero-
inflated power series distribution nd a ( )
1 1
M t and
( )
2 2
M t are the moment generating functions dom
s having power series distribution with parame-
ters
1
of ran
variable
u and
2
u

respectively.
Su ose pp and
( )
2
2
j
f u
u
c
c
ives us

respectively for This g
( ) (
( )
1, 2 j = .

)
( )
1 1 1
1
f
E X M
f
1

0
X
u u '
' = =

u
( ) ( )
( )
( )
2 2 2
2 2

0
Y
f
E Y M
f
u u
u
'
' = =

( )
( )
( )
( )
( )
2
1 1 1 1
1 1 1 1 1
1 1 1 1

( )
f
Var X f f
f f
u u tu
u u u
u u
| |
'
'' ' | = +
|
\ .

Copyright 2011 SciRes. AM
P. M. KRISHNA ET AL. 826



( )
( )
( )
( )
( )
2
2 2 2 2
2 2 2 2 2
2 2 2 2

( )
f
Var X f f
f f
u u tu
u u u
u u
| |
'
'' ' | = +
|
\ .
,

and the correlation coefficient is
( ) ( )
( ) ( ) ( )
( )
( ) ( ) ( )
( )
( ) ( )
( )
( )
( ) ( )
( )
( )
1 1 1 1 1 1 2 2 2 2 2 2
1 1 2 2
1 2
2 2
1 1 2 2
1 1 1 2 2 2
1 1 1 1 1 2 2 2 2 2
1 1 2 2

f e f e f f e f e f
e f e f
f f
f f
f f f f
f f
u u u u u u
u u
u u
o
u u
u u u u
u u u u u u
u u
| |
| ' || ' |
|

| |
| | |
\ .\ .
|
=
|
| | | |
' '
| ' '' '
'' | | + +
| |
|
\ . \ .
\ .
(2.7)
3. Estimation of the Parameters of BZIPSD
Let ,

( ) , 1, 2, 3,
i i
X Y i n = be a random sample ob-
served from BZIPSD ( )
1 2
, , , . u u o The likelihood
funct e is given by. ion for the observed random sampl
( )
( ) ( ) ( )
( ) ( )
1 2
1
, , , ; , ,
i
a
n
L x y u u o

= (3
1 2
1
1 2
1 0, 0, , ,
, , , ,
i
XY
i
a
XY i i
P
P x y
u u o
u u o
=
+

[
.1)
where if 0 and otherwise.
The co din unct ven by,
1
i
a =
rrespon
( ) ( ) , 0,
i i
x y =
g log likelihood f
0
i
a =
ion is gi
( )
( ) ( ) ( )
1 2
0 1 2
lo ,
log 1 0, 0, , ,
XY
n P
u u
u u o
( )
, 1 2
1 1
g , , ; , ,
log log , , , ,
n n
i i X Y i i
i i
L x y
a a P x y
o
u u o
= =
+ +

) = + (3.2
log
0

L c
=
c
,
1
log
0
L
u
c
=
c
,
2
log
0
L
u
c
=
c
and
log
0
L
o
c
=
c

give the following equations.
( ) ( )
) (
0 , 1 2
0, 0, , ,
(1 ) 0, 0, ,
X Y
a
n P
P
u u o
u u +
1
, 1 2
1
0
,
n
i
i
X Y
o
=

+ =

(3.3)
( )
( )
( ) ( )
( )
( )
( )
1
1
0 , 1 2
, 1 2
, 1 2
1
, 1 2
0, 0, , ,
1 0, 0, , ,
, , , ,
0
, , , ,
X Y
X Y
n
X Y i i
i
i
X Y i i
n P
P
P x y
a
P x y
u
u
u u o
u u o
u u o
u u o
=
+
|
+ | =

\ .

|
|
(3.4)
( )
( )
( )
( )
( )
( )
2
2
0 , 1 2
, 1 2
, 1 2
1
, 1 2
0, 0, , ,
1 (0, 0, , , )
, , , ,
0
, , , ,
X Y
X Y
n
X Y i i
i
i
X Y i i
n P
P
P x y
a
P x y
u
u
u u o
u u o
u u o
u u o
=
+
| |
+ | =
|
\ .

( )
( )
( )
( )
( )
( )
0 , 1 2
, 1 2
, 1 2
1
, 1 2
0, 0, , ,
1 (0, 0, , , )
, , , ,
0
, , , ,
X Y
X Y
n
X Y i i
i
i
X Y i i
n P
P
P x y
a
P x y
o
o
u u o
u u o
u u o
u u o
=
+
| |
+ |
|
\ .

=
(3.6)
where denote
( )
,
(.)
X Y
P
o

,
(.)
X Y
P
o
c
c

Solving Equations (3.3) to (3.6) simultaneously we get
maximum likelihood estimators of the desired four pa-
rameters. We note that all the four likelihood equations
are non-linear in nature and do not have clo
lution. Now, we discuss a particular case
namely BZIPD.
sed form so-
of BZIPSD
4. Bivariate Zero-Inflated Poisson
Distribution
Let us set ( ) ( )
1
! a x x

= , ( ) ( )
1
! b y y

= , ( )
1
x
g x e

= ,
( )
2
y
g y e

= , ( )
1
1 1
f e
u
u

= , ( )
2
2 2
f e
u
u

= in the model
(2.1). Then we get BZIPD with probability mass func-
tion.
( )
)
( ) ( )
(3.5)
( )
( )
( )( ( )
( )( ) ( )
( ) ( )
( )
1 2
1 1 2
,
,
, 0, 0

1 ,
, 0, 0
where 1 1
x y
c x y
P
1 2 1 2
1 1 1 1
c c
2
( )

c
! !

X x Y y
x y
e
e e e
x y
c e
u
u u
o

=
e e e
u u u u
o
+
e
u u
u
+

x y
=

' '
+
=
=
(4. 1
The moment generating function of (X,Y) is
(4.2)

+ +

' '

( ) ( )
( ) ( ( ) ( )) ( ) ( ( ) ( ) ( ))
1 2
1 1 2 2
0 0
1 1 2 2
1 , ,
1 .
t x t y
x y
e P x e P y
g x E g X g y E g Y
u u
o

= =
= +
+


Copyright 2011 SciRes. AM
P. M. KRISHNA ET AL. 827

It is clear from the expressions of moment generating
functions of X and that the marginal distributions
of X and Y are univariate zero-inflated power series dis-
tributions with param ters
Y
e ( )
1
,u and ( )
2
,u respec-
tively. Further we have
( ) ( )
1 2
and E X E Y u u = =

( ) ( ) ( )
( ) ( ) ( )
1 1
2 2
1 1
and 1 1
Var X
Var Y
u u
u u
= +
= +

The correlation coefficient is turns out to be
( )
( )( ) ( )
( )
1 2
2 c u u
o u u
1 2
2
1 2 1 2
1 1 1
c e

u u u u
=
+ + +
(4.3)
Remark 1: When there is no inflation , the cor-
+
( ) 1 =
relation coefficient

is given by
( )
1 2
2
1 2
c
c e
u u
o u u
+
= ,
which coincides with the correlation coefficient given by
Laxminarayan et al. [8]
Remark 2: If we choose (.) g to be an her suit-
able bounded function, we will have different form of
BZIPD. Some other possible functions can be
( ) ,
z
g z a = 0 1 a ; < < ( )
z
g z e

=
0
etc.
Remark 3: If o = , we get Bivariate Zero-Inflated
Poisson distribution based on two independent random
variables.
Estimation of the Parameters of BZIPD
Suppose
( ) , ; 1, 2, ,
i i
x y i n =
is a random sample ob-
served from BZIPD
( ) , ; 1, 2, , i
1 2
, , n u u o =
. Then the
likelihood function is given by
( )
( )( ) ( ) ( )
( )
( )( ( )
1 2 1 2
1 2
1 2
1 2
1
( )
1
1 2
, , , ; ,
(1 ) 1 1 1

1
! !
i
i
i i
i i
n a
c c
i
a
x y
x y c c
i i
L x y
e e e
e
e e e e
x y
u u u u
u u
u u
u u o
t o
u u
o
)

+
=
+

=
+ +
| |
+ |
|
\ .
[

(4.4)
where 1
i
a = if ( ) ( ) , 0,
i i
x y = y ot 0 and otherwise.
The corresponding log likelihood is given by,
0
i
a =
( ) ( )
( )
( )( ) ( ) { }
( )
( ) ( ) ( )
1 2
1 1 1
log log log
i i i i i
i i i
a x a y a u u
= = =
+ +

( ) ( )( ) ( )
1 2 1 2
1 2
1 2 0 1 2
1 1
1 1
log , , , ; , log 1 1 1 1 log()
! log ! log 1
i i
n n
c c
i i
i i
n n n n n
x y c c
i i i i
i i
L x y n e e a a
x a y a e e e e
u u u u
u u
u u o o u u
o
+
= =

= =
= + + + +
+ +


(4.5)
The mles of the parameters can be obtained
equations
e
by solving
and
log
0
L
o
c
=
c

in the followi
simultaneously. These equations are given
ng:
log
0

L c
=
c
,
1 2
log
0
L
u
c
=
c
log
0
L
u
c
=
c
,
( )
( )( ) ( ) { }
)( ))
( )
( )
( (
1 2 1 2
1 2
1 1 1 e
u u
o
+
1 2
0
1
1 1 1
0

1
n
c c
i
i
c c
a
e
e e
u u u u
u u
o
+
=

+ + 1 n e e
+ =

(4.6)
+ +
( ) ( ) ( )( ) ( ) { }
( )
( )( ) { }
( )
( )
( )( )
1 2 2 1 1 2
1 2 1 2
1 2
1 2
( )
0
1
0
1
1
i=
\
1 1 1 1
1 1 1 1
0
1
i
i i
c c
c c
n
y c c
i i n
i
i
x y c c
n e c e e e e
e e e
a x
e e e
n n c a
e e e e
u u u u
u u u u
u u
u u
o o
o
o
u
o
+
+

=

+
+ +
| |

|
+ + =
|
+
.

c c u u
(4.7)
( ) ( ) ) ( )( ( ) { }
( )
( )( ) { }
( )
( )
( ) ( )
1 2 1 2 1
1 1
c
e e
u
+
2
1 2 1 2
2 1
1 2
( )
0
1
0
1
2
1 1
1 1 1 1
0
1
i
i i
c c c
c c
n
x c c
i i
n
i
i
x y c c
i
n e c e e
e e e
a y
e e e
n n c a
e e e e
u u u u
u u u u
u u
u u
o o
o
o
u
o
+
+

=

=

+ +
| |

|
+ + =
|
+
\ .

u
(4.8)
Copyright 2011 SciRes. AM
P. M. KRISHNA ET AL. 828



( ) ( )( ) { }
( )
( )( ) { }
( )( )
( )( )
1 2 1 2
1 2 1 2
1 2
1 2
( )
0
1
1 1
1 1 1 1
0
1
i i
i i
c c
c c
x y c c
n
i
x y c c
i
n e e e
e e e
e e e e
a
e e e e
u u u u
u u u u
u u
u u
o
o
+
+


=

+ +
| |

|
+ =
|
+
\ .

of the marginal distribution of Y to ZIPD we get Chi
square statistic = 0.6065 and P value = 0.4360. The table
value of = 3.841. Therefore, ZIPD fits well for
X

and Y dat
Thus now we can test whet
BZIPD
(4.9)
From the above equations, it is clear that Equations
(4.6) to (4.9) are non-linear in nature. Solving these
equations is computationally cumbersome. Laxminara-
yan et al. [7], adopt method of moments for the model
without inflation parameter (i.e. ). In their model
they have used estimates based on Method of Moment
Estimators (MME), which coincide with Maximum
Likelihood Estimators (MLE) of the marginal distribu-
tions. This is not the case for the joint distribution. We
have to solve four equations simultaneously in order to
et the MLEs. In the following we obtain maximum like-
lihood estimators for the following example and test for
goodness of fit.
5. An Application
The data set in Table 1 reported by Arbous and Kerrich
[10],
1 =
g
represents accidents sustained by 122 railway men
in consecutive periods of 6 and 5 years.
X is the accident distribution of 122 railway men dur-
ing 1937-1942 and Y is the accident distribution of 122
railway men during 1943-1947.
By assuming marginal distributions of X is ZIPD
( )
1
, . u The MLEs of X data are 0.8938 = and
1

1.2564 u = Similarly assuming marginal distribution of

Y is ZIPD ( )
2
, . u The MLEs of Y data are 0.8494 =
,

2

1.3221 u =
.
Using these mles we fit the data of the mar-
ginal distribution of X to ZIPD
,
we get Chi square statis-
tic = 0.74843 and P value = 0.3869. If we fit the data

Table 1. Bivariate accident distribution of 122 railway men
0 1 2 3 4 5 6 7 Total
during two periods.
Y
X
0 21 14 8 1 44
1 17 12 8 3 1 1 42
9
5

2 6 9 2 2 2 21
3 1 1 3 3 1
4 1 3 4
2 2
6
7
Total 46 39 21 11 4 1 122
2
(1,0.05)
_
a.
her data is coming from
( )
1 2
, , . u u

n (4.5) using
m likeliho
0
Maximizing the log likelihood in the
Equatio MATLAB R12 software we get
maximu od estimators of the parameters as
0.94 = ,
1
1.210 u = ,
2
1.20 u = , 1.220 o =
-Inflated
. With
Zero Poisson
Distribution to the above data. The expected frequencies
are as shown in the Table 2.
From the chi-square good
calculated , is less than the table value of
alue is 0.392369. Hence we
o-Inflated Poisson Distribu-
tion fits well for the data.
Remark 4: There can be m ny ways to define k-vari-
A k-variate Zero-Inflated Power Series Distribution
ca b e ed
these parameters we fit Bivariate
ness of fit, we observed that
2
4.102062 _ =
9.488. The P v
hat Bivariate Zer
2
(4,0.05)
_ =
conclude t
a
ate ZIPSD by extending the above defined BZIPSD. One
of the ways is given below.
n e d fin as
( )
( ) ( )
( )
1 , , f 0
,
, f
X
P x
P x u
u o
i
,
P , x i x 0
X
x u o + =

where

=
( )
1 2
, , ,
k
u u u u
'
=
,
( )
1 2
, ,
k
X X X X =

( ) o
( ) ( ) ( ( ) { }
, ,
, ,
i
X
X i i
P x
P x g E g X
u
u o
| |
=
|
\ .
[ [

)
i
1 1 i=
k k
i
i=
x
( ) ,
i
X i i
P x u
ries Distri uti
is probability ma fu cti of ow r Se-
o
In ted to parameters involved in
m an a p si arly.
modat
ons. Further work under consideration is
te
model fo

2 Total
ss n on P e
b n.
ference
odel c
rela
be
the
ted
this
ttem mil
In the present work we introduced a new bivariate
zero-inflated power series distribution. This distribution
can accom e number of zero-inflated bivariate dis-
crete distributi
sting of independence for BZIPSD. Application of the
proposed r some other distributions like Bivari-
ate Zero-Inflated Negative Binomial Distribution or
k-variate zero inflated Poisson distribution can also be
Table 2. Expected frequencies using BZIPD.
Y
X
0 1
0 5500 8.7747 41.5161 21.1914 11.
1 11.6746 15.1344 14.5680 41.3770
2 8.9933 14.7627 15.3421 39.0981
Total 41.8593 41.4471 38.6848 121.9912
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P. M. KRISHNA ET AL. 829

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