Multivariate discrete distributions with a product-type dependence

JOURNAL OF MULTIVARIATE ANALYSIS

卷:83

Article

Becker, NG ; Utev, S

关键词: characterizing discrete distributions;    characterizing independence;    conditional specification;    identifiability of mixtures;    multivariate discrete distributions;    regression function;   

DOI  :  10.1006/jmva.2001.2061

来源: Elsevier

【 摘 要 】

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. (C) 2002 Elsevier Science (USA).

【 授权许可】

Free