On compatibility/incompatibility of two discrete probability distributions in the presence of incomplete specification

DOI10.1007/S13171-021-00243-6arXiv1909.08447OpenAlexW3143443759MaRDI QIDQ6133719

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Publication date: 21 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

Abstract: Conditional specification of distributions is a developing area with many 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 set up. 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 finally illustrated with several examples.

Full work available at URL: https://arxiv.org/abs/1909.08447

zbMATH Keywords

compatible conditional distributionrank-based criterionincomplete specification

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

• Characterizations of discrete distributions by a conditional distribution and a regression function
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• An alternative approach for compatibility of two discrete conditional distributions
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• QUANTIFICATION OF INCOMPATIBILITY OF CONDITIONAL AND MARGINAL INFORMATION
• Study of incompatibility or near compatibility of bivariate discrete conditional probability distributions through divergence measures

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