Panaretos, John (1981): A Characterization of the Negative Multinomial Distribution. Published in: Statistical Distributions in Scientific Work , Vol. Vol. 4, (1981): pp. 331-339.
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Abstract
This paper deals with a characterization of the negative multinomial distribution. It is based on the assumption that the conditional distribution of two random vectors is multivariate inverse hypergeometric. It makes use essentially of a multivariate analogue of a condition known in the literature as the Rao-Rubin condition. The result is extended to include characterizations of truncated forms of the negative multinomial distribution. Comparison with previous results in the field is made and an example is included to demonstrate a possible use of the characterization
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | A Characterization of the Negative Multinomial Distribution |
| Language: | English |
| Keywords: | Negative multinomial distribution, multivariate inverse hypergeometric distribution, truncated negative multinomial distribution, Rao-Rubin condition, Shanbhag's lemma |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
| Item ID: | 6227 |
| Depositing User: | J Panaretos |
| Date Deposited: | 12 Dec 2007 18:10 |
| Last Modified: | 28 Sep 2019 16:29 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6227 |
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