Physical Sciences and Mathematics Commons^™

Score Test Derivations And Implementations For Bivariate Probability Mass And Density Functions With An Application To Copula Functions, Roy Bower

Theses and Dissertations

This dissertation is comprised and grounded in statistical theory with an application to solving real world problems. In particular, the development and implementation of multiple score tests under a variety of scenarios are derived, applied, and interpreted. In chapter 2, I propose a score test for independence of the marginals based on Lakshminarayana’s bivariate Poisson distribution. Each marginal distribution of the bivariate model is a univariate Poisson distribution, and the parameters of the bivariate distribution can be estimated using maximum likelihood methods. The simulation study shows that the score test maintains size close to the nominal level. To assess the …