A note on inconsistent families of discrete multivariate distributions

Sugata Ghosh (), Subhajit Dutta () and Marc G. Genton ()
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Sugata Ghosh: Indian Institute of Technology
Subhajit Dutta: Indian Institute of Technology
Marc G. Genton: King Abdullah University of Science and Technology

Journal of Statistical Distributions and Applications, 2017, vol. 4, issue 1, 1-13

Abstract: Abstract We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.

Keywords: Binomial distribution; Discrete normal and skew-normal; Multivariate distributions; Sign function; Symmetric distributions; 62E10; 62H05 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1186/s40488-017-0061-8

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