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Multivariate Discrete Distributions with a Product-Type Dependence

โœ Scribed by Niels G. Becker; Sergey Utev

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
127 KB
Volume
83
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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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