Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11005593 | Journal of Multivariate Analysis | 2018 | 17 Pages |
Abstract
We propose a simple but new method of characterizing multivariate Bernoulli variables belonging to a given class, i.e., with some specified moments. Within a given class, this characterization allows us to generate easily a sample of mass functions. It also provides the bounds that all the moments must satisfy to be compatible and the possibility to choose the best distribution according to a certain criterion. For the special case of the Fréchet class of the multivariate Bernoulli distributions with given margins, we find a polynomial characterization of the class. Our characterization allows us to have bounds for the higher order moments. An algorithm is presented and illustrated.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Roberto Fontana, Patrizia Semeraro,