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All Conditional Distributions for Y Given X that are Compatible with a Given Conditional Distribution for X Given Y

Barry C. Arnold and B. G. Manjunath ()
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Barry C. Arnold: University of California
B. G. Manjunath: University of Hyderabad

Sankhya A: The Indian Journal of Statistics, 2022, vol. 84, issue 2, No 1, 419-426

Abstract: Abstract For a given conditional distribution for X given Y, it is important to identify the class of all conditional distributions for Y given X such that there exists at least one bivariate distribution with the given particular conditional densities. Such problems are addressed as dealing with “compatibility” of two conditional distributions. In the present note our goal is to identify all possible conditional densities for Y given X that are compatible with the given family of distributions of X given Y.

Keywords: Conditional distribution; Marginals; Compatibiliy; Cross-product ratio; Normal conditionals; Likelihood; Posterior density.; Primary 60E05; Secondary 62E10 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s13171-020-00200-9

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