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
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