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題名 Comptability of finite discrete conditional distributions.
作者 Song, Chwan-Chin;Li, Lung-An;Chen, Chong-Hong;Jiang, Thomas J.;Kuo, Kun-Lin
宋傳欽
Song, Chwan-Chin
姜志銘
Jiang, Thomas J.
貢獻者 應數系
關鍵詞 Compatibility; conditional density; irreducible block diagonal matrix; joint density; marginal density; rank one positive extension matrix; ratio matrix; uniqueness.
日期 2010
上傳時間 27-九月-2018 17:17:21 (UTC+8)
摘要 This paper provides new versions of necessary and sufficient conditions for compatibility of finite discrete conditional distributions, and of the uniqueness for those compatible conditional distributions. We note that the ratio matrix (the matrix $C$ in Arnold and Press (1989)), after interchanging its rows and/or columns, can be rearranged to be an irreducible block diagonal matrix. We find that checking compatibility is equivalent to inspecting whether every block on the diagonal has a rank one positive extension, and that the necessary and sufficient conditions of the uniqueness, if the given conditional densities are compatible, is that the ratio matrix itself is irreducible. We show that each joint density, if it exists, corresponds to a rank one positive extension of the ratio matrix, and we characterize the set of all possible joint densities. Finally, we provide algorithms for checking compatibility, for checking uniqueness, and for constructing densities.
關聯 Statistica Sinica, 20 (2010), 423-440
資料類型 article
dc.contributor 應數系
dc.creator (作者) Song, Chwan-Chin;Li, Lung-An;Chen, Chong-Hong;Jiang, Thomas J.;Kuo, Kun-Lin
dc.creator (作者) 宋傳欽
dc.creator (作者) Song, Chwan-Chin
dc.creator (作者) 姜志銘
dc.creator (作者) Jiang, Thomas J.
dc.date (日期) 2010
dc.date.accessioned 27-九月-2018 17:17:21 (UTC+8)-
dc.date.available 27-九月-2018 17:17:21 (UTC+8)-
dc.date.issued (上傳時間) 27-九月-2018 17:17:21 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/120182-
dc.description.abstract (摘要) This paper provides new versions of necessary and sufficient conditions for compatibility of finite discrete conditional distributions, and of the uniqueness for those compatible conditional distributions. We note that the ratio matrix (the matrix $C$ in Arnold and Press (1989)), after interchanging its rows and/or columns, can be rearranged to be an irreducible block diagonal matrix. We find that checking compatibility is equivalent to inspecting whether every block on the diagonal has a rank one positive extension, and that the necessary and sufficient conditions of the uniqueness, if the given conditional densities are compatible, is that the ratio matrix itself is irreducible. We show that each joint density, if it exists, corresponds to a rank one positive extension of the ratio matrix, and we characterize the set of all possible joint densities. Finally, we provide algorithms for checking compatibility, for checking uniqueness, and for constructing densities.en_US
dc.format.extent 178927 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Statistica Sinica, 20 (2010), 423-440
dc.subject (關鍵詞) Compatibility; conditional density; irreducible block diagonal matrix; joint density; marginal density; rank one positive extension matrix; ratio matrix; uniqueness.
dc.title (題名) Comptability of finite discrete conditional distributions.
dc.type (資料類型) article