On the Relationship between the Conditional and Unconditional Distribution of a Random Variable

John Panaretos

MPRA Paper from University Library of Munich, Germany

Abstract: This paper studies the relationship between the unconditional and conditional distribution of the same random variable, say Y, when the distribution of the conditioning random variable X is of a known form. The problem is tackled in the general case where the distribution of Y and Y given X are mixed. Attention is focused to two particular cases. In the first X is assumed to follow a Poisson distribution; in the second X is allowed to have a mixed Poisson form. Potential applications are also discussed

Keywords: Mixed distributions; Poisson distribution; characterization (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 1981
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:6228

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