On a characterization of the dispersion matrix based on the properties of regression |
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| Authors: | Bimal Kumar Sinha Bikas Kumar Sinha |
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| Institution: | 1. Indian Statistical Institute , Calcutta;2. Calcutta University , Calcutta |
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| Abstract: | This paper provides a partial solution to a problem posed by J. Neyman (1965) regarding the characterization of multivariate negative binomial distribution based on the properties of regression. It is shown that some of the properties of regression characterize the form of the nonsingular dispersion matrix of the parent distribution, which, interestingly enough, corresponds to only two types viz. those of positive and negative multivariate binomial distributions. |
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| Keywords: | multinomial distribution multivariate negative binomial distribution regression dispersion matrix |
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