On the Joint Distribution of Two Discrete Random Variables

Panaretos, John (1981): On the Joint Distribution of Two Discrete Random Variables. Published in: Annals of the Institute of Statistical Mathematics, A (Theory and Methods) , Vol. Vol.32, No. 2 (1981): pp. 191-198.

Abstract

Let X, Y be two discrete random variables with finite support and X≥Y. Suppose that the conditional distribution of Y given X can be factorized in a certain way. This paper provides a method of deriving the unique form of the marginal distribution of X (and hence the joint distribution of (X, Y)) when partial independence only is assumed for Y and X-Y.

• Item Type: MPRA Paper
• Language: English
• Keywords: Conditional Distribution, power series distribution, binomial distribution, characterization
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General