Goodness-of-fit Tests for the Bivariate Poisson Distribution

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution, and its multivariate extension. The proposed test is consistent against any fixed alternative. It is also able to detect local alternatives converging to the null at the rate $n^{-\frac{1}{2}}$. The bootstrap can be employed to consistently estimate the null distribution of the test statistic. Through a simulation study we investigated the goodness of the bootstrap approximation and the power for finite sample sizes.