Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins

DOI10.1007/BF02565104zbMath0947.60014MaRDI QIDQ1962696

Angelo Efoevi Koudou

Publication date: 31 January 2000

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

orthogonal polynomialsmarginal distributionsmoment sequencesextreme points of convex setsLancaster probabilities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items

Lancaster distributions and Markov chains with multivariate Poisson-Charlier, Meixner and Hermite-Chebycheff polynomial eigenfunctions ⋮ Canonical analysis relative to a closed subspace ⋮ A simple method for obtaining the maximal correlation coefficient and related characterizations ⋮ Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities ⋮ Gibbs sampling, exponential families and orthogonal polynomials ⋮ Some counterexamples concerning maximal correlation and linear regression ⋮ A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions ⋮ Correlation structure of the Marshall-Olkin bivariate exponential distribution ⋮ Polynomial approximations for bivariate aggregate claims amount probability distributions ⋮ Distance correlation coefficients for Lancaster distributions ⋮ Empirical null and false discovery rate inference for exponential families ⋮ Stochastic processes with orthogonal polynomial eigenfunctions ⋮ On positivity of orthogonal series and its applications in probability

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