Composition for multivariate random variables

作者: Charles H. Reilly , Raymond R. Hill

DOI: 10.5555/193201.194061

关键词:

摘要: We show how to find mixing probabilities, or weights, for composite probability mass functions (pmfs) k-variate discrete random variables with specified marginal pmfs and a specified, feasible population correlation structure. characterize joint pmf that is composition, mixture, of 2/sup k-1/ extreme the under independence. Our composition method also valid multivariate continuous variables. consider cases where all distributions are uniform, negative exponential, uniform.

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