Characterizing a Joint Probability Distribution by Conditionals
Andrew Gelman, Terence P. Speed
Abstract
Andrew Gelman, Terence P. Speed
Abstract
SUMMARY We derive conditions under which a set of conditional and marginal probability distributions will uniquely specify an all-positive joint distribution. Our theoretical result may yield insights into the construction and simulation of multivariate probability models.
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SUMMARY We derive conditions under which a set of conditional and marginal probability distributions will uniquely specify an all-positive joint distribution. Our theoretical result may yield insights into the construction and simulation of multivariate probability models.
Key concepts: Joint probability distribution, Marginal distribution, Probability distribution, Multivariate statistics, Conditional probability, Conditional probability distribution, Mathematics, Joint (building)