An alternative approach for compatibility of two discrete conditional distributions
Indranil Ghosh and
Saralees Nadarajah
Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 15, 4416-4432
Abstract:
Conditional specification of distributions is a developing area with increasing 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 setup. 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 illustrated with several examples.
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:15:p:4416-4432
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DOI: 10.1080/03610926.2014.921302
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