Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple, flexible dependence structures, possess fast computation algorithms, and generate a sufficiently large number of parametric families. It has been strongly argued that the pseudo-Poisson model will be the first choice to consider in modeling bivariate over-dispersed data with positive correlation and having one of the marginal equidispersed. Yet, before we start fitting, it is necessary to test whether the given data is compatible with the assumed pseudo-Poisson model. Hence, we derive and propose a few Goodness-of-Fit tests for the bivariate pseudo-Poisson distribution in the present note. Also, we emphasize two tests, a lesser-known test based on the Supremes of the absolute difference between the estimated probability generating function and its empirical counterpart. A new test has been proposed based on the difference between the estimated bivariate Fisher dispersion index and its empirical indices. However, we also consider the potential of applying the bivariate tests that depend on the generating function (like the Kocherlakota and Kocherlakota(K&K) and Mu˜noz and Gamero (M&G) tests) and the univariate Goodness-of-Fit tests (like the Chi-square test) to the pseudo-Poisson data. However, we analyze finite, large, and asymptotic properties for each of the tests considered. Nevertheless, we compare the power (bivariate classical Poisson and Conway-Maxwell bivariate Poisson as alternatives) of each of the tests suggested and also include examples of application to real-life data. In a nutshell, we are developing an R package that includes a test for the compatibility of the data with the bivariate pseudo-Poisson model.
KEYWORDS: Goodness-of-Fit test; Bivariate pseudo-Poisson; Marginal and Conditional distributions; Neyman Type A distribution; Thomas distribution