The distribution of partially exchangeable random variables

Hanxiang Peng, Xin Dang and Xueqin Wang

Statistics & Probability Letters, 2010, vol. 80, issue 11-12, 932-938

Abstract: In this article, we derive the distribution of partially exchangeable binary random variables, generalizing the distribution of exchangeable binary random variables and hence the binomial distribution. The distribution can be viewed as a mixture of Markov chains. We introduce rectangular complete monotonicity and show that partial exchangebility can be characterized by rectangular complete monotonicity. The distribution aided with rectangular complete monotonicity can be used to analyze serially correlated data common in many areas of science.

Keywords: Complete; monotonicity; Exchangeability; Mixture; of; Markov; chains; Partial; exchangeability; Serial; correlation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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