• Title of article

    Bivariate distributions characterized by one family of conditionals and conditional percentile or mode functions

  • Author/Authors

    Arnold، نويسنده , , Barry C. and Castillo، نويسنده , , Enrique and Sarabia، نويسنده , , José Marيa، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2008
  • Pages
    10
  • From page
    1383
  • To page
    1392
  • Abstract
    It is well known that full knowledge of all conditional distributions will typically serve to completely characterize a bivariate distribution. Partial knowledge will often suffice. For example, knowledge of the conditional distribution of X given Y and the conditional mean of Y given X is often adequate to determine the joint distribution of X and Y . In this paper, we investigate the extent to which a conditional percentile function or a conditional mode function (of Y given X ), together with knowledge of the conditional distribution of X given Y will determine the joint distribution. Finally, using this methodology a new characterization of the classical bivariate normal distribution is given.
  • Keywords
    62H05 , 60E05 , Gumbel’s bivariate logistic distribution , Normal characterization , Cauchy conditionals , Farley–Gumbel–Morgenstern distribution , Conditional specification
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2008
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558943