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Specifying bivariate distributions by polynomial regressions

✍ Scribed by Wlodzimierz Bryc

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
74 KB
Volume
47
Category
Article
ISSN
0167-7152

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✦ Synopsis

We consider pairs of random variables X; Y with the property that regressions E(X n |Y ); E(Y n |X ) are polynomial. We show that the leading terms of these polynomials and the marginal distributions determine uniquely the bivariate distribution.

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