On the bivariate negative binomial distribution of Mitchell and Paulson

Abstract

The bivariate negative binomial distribution of Mitchell and Paulson [17] for the case b = c = 0 is shown to be equivalent to the accident proneness model of Edwards and Gurland [4] and Subrahmaniam [19,20]. The diagonal series expansion of its joint probability function is then derived. Two other formulations of this distribution are also considered: (i) as a mixture model, which showed how it arises as the discrete analogue to the Wicksell-Kibble bivariate gamma distribution, and (ii) as a consequence of the linear birth-and-death process with immigration.