Shared zero-inflated Gamma-Poisson count model

ID: shared-zero-inflated-gamma-poisson-count-model

Let with probability , and otherwise let have a Gamma distribution with mean one and variance . Given , counts are conditionally independent Poisson random variables with means . For , the law of total variance and law of total covariance give
Each component has a zero-inflated negative binomial distribution, but the components are not independent after marginalizing . The zero component is shared by the whole profile. At , interpret the positive Gamma component as a point mass at one.

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