Multivariate Discrete Distributions with a Product-Type Dependence

Niels G. Becker and Sergey Utev

Journal of Multivariate Analysis, 2002, vol. 83, issue 2, 509-524

Abstract: A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data.

Keywords: characterizing; discrete; distributions; characterizing; independence; conditional; specification; identifiability; of; mixtures; multivariate; discrete; distributions; regression; function (search for similar items in EconPapers)
Date: 2002
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