An alternative approach for compatibility of two discrete conditional distributions |
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Authors: | Indranil Ghosh Saralees Nadarajah |
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Institution: | 1. Department of Mathematics, Austin Peay State University, TN, USAghoshi@apsu.edu;3. School of Mathematics, University of Manchester, Manchester, UK |
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Abstract: | ABSTRACTConditional 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. |
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Keywords: | Compatible conditional distribution Linear programming problem Rank-based criterion |
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