Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146487 | Journal of Multivariate Analysis | 2008 | 10 Pages |
Abstract
It is well known that full knowledge of all conditional distributions will typically serve to completely characterize a bivariate distribution. Partial knowledge will often suffice. For example, knowledge of the conditional distribution of XX given YY and the conditional mean of YY given XX is often adequate to determine the joint distribution of XX and YY. In this paper, we investigate the extent to which a conditional percentile function or a conditional mode function (of YY given XX), together with knowledge of the conditional distribution of XX given YY will determine the joint distribution. Finally, using this methodology a new characterization of the classical bivariate normal distribution is given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Barry C. Arnold, Enrique Castillo, José María Sarabia,