Multivariate Discrete Distributions with a Product-Type Dependence |
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Authors: | Niels G Becker Sergey Utev |
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Institution: | Australian National University, Canberra, Australia |
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Abstract: | A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data. |
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Keywords: | characterizing discrete distributions characterizing independence conditional specification identifiability of mixtures multivariate discrete distributions regression function |
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