Article ID Journal Published Year Pages File Type
1153231 Statistics & Probability Letters 2010 7 Pages PDF
Abstract

In this article, we derive the distribution of partially exchangeable binary random variables, generalizing the distribution of exchangeable binary random variables and hence the binomial distribution. The distribution can be viewed as a mixture of Markov chains. We introduce rectangular complete monotonicity and show that partial exchangebility can be characterized by rectangular complete monotonicity. The distribution aided with rectangular complete monotonicity can be used to analyze serially correlated data common in many areas of science.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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