1989BiometrikaRequires access

The Multivariate Poisson-Log Normal Distribution

Jonathan C. Aitchison, Chih-Hsiang Ho

Open publisher page 23 citations

Abstract

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.

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What this paper is about

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.

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OpenAlex reports 23 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

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.

Key concepts: Multivariate statistics, Mathematics, Poisson distribution, Multivariate normal distribution, Multivariate stable distribution, Normal-Wishart distribution, Multivariate analysis, Statistics

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