Multivariate discrete distributions with a product-type dependence

[摘要] A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data. (C) 2002 Elsevier Science (USA).

[发布日期] 2002-11-01

[关键词] characterizing discrete distributions;characterizing independence;conditional specification;identifiability of mixtures;multivariate discrete distributions;regression function