An alternative approach for compatibility of two discrete conditional distributions. Issue 15 (2nd August 2016)

• Record Type: Journal Article
• Authors: Ghosh, Indranil; Nadarajah, Saralees
• Is Part Of: Communications in statistics. Volume 45:Issue 15(2016)
• Page Start: 4416
• Page End: 4432
• Publication Date: 2016-08-02
• Subjects: Compatible conditional distribution -- Linear programming problem -- Rank-based criterion; 62E20; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.921302
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: Conditional specification of distributions is a developing area with increasing applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the compatibility of two conditional probability distributions under the finite discrete setup. A technique based on rank-based criterion is shown to be particularly convenient for identifying compatible distributions corresponding to complete conditional specification including the case with zeros.The proposed methods are illustrated with several examples.