Panaretos, John (1981): On the Relationship between the Conditional and Unconditional Distribution of a Random Variable. Published in: Statistical Distributions in Scientific Work , Vol. Vol. 4, (1981): pp. 379-387.
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Abstract
This paper studies the relationship between the unconditional and conditional distribution of the same random variable, say Y, when the distribution of the conditioning random variable X is of a known form. The problem is tackled in the general case where the distribution of Y and Y given X are mixed. Attention is focused to two particular cases. In the first X is assumed to follow a Poisson distribution; in the second X is allowed to have a mixed Poisson form. Potential applications are also discussed
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | On the Relationship between the Conditional and Unconditional Distribution of a Random Variable |
| Language: | English |
| Keywords: | Mixed distributions, Poisson distribution, characterization |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
| Item ID: | 6228 |
| Depositing User: | J Panaretos |
| Date Deposited: | 12 Dec 2007 16:23 |
| Last Modified: | 28 Sep 2019 01:16 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6228 |
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