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
Link To Document :
بازگشت