Article ID Journal Published Year Pages File Type
1146487 Journal of Multivariate Analysis 2008 10 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Numerical Analysis
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