Novel Stein-type Characterizations of Bivariate Count Distributions with Applications

The derivation and application of Stein identities have received considerable research interest in recent years, especially for continuous or discrete-univariate distributions.

In this paper, we complement the existing literature by deriving and investigating Stein-type characterizations for the three most common types of bivariate count distributions, namely the bivariate Poisson, binomial, and negative-binomial distribution.

Then, we demonstrate the practical relevance of these novel Stein identities by a couple of applications, namely the deduction of sophisticated moment expressions, of flexible goodness-of-fit tests, and of novel tests for the symmetry of bivariate count distributions.

The paper concludes with an analysis of real-world data examples.