论文标题

具有等应分散的正常条件和相关模型的双变量分布

Bivariate distributions with equi-dispersed normal conditionals and related models

论文作者

Arnold, Barry C., Manjunath, B. G.

论文摘要

如果随机变量的平均值等于其方差,则将其等式分散。泊松分布是这种现象的经典例子。然而,一个鲜为人知的事实是,等应分散的一系列正常密度构成一个一个参数指数族。在本文中,我们的主要重点是具有等应分散的正常组件分布的单变量和双变量模型。我们讨论了此类模型的分布特征,探索推论方面,并包括了Equi分散模型的应用示例。某些相关模型在附录中被禁用。

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article our main focus is on univariate and bivariate models with equi-dispersed normal component distributions. We discuss distributional features of such models, explore inferential aspects and include an example of application of equi-dispersed models. Some related models are discused in Appendices.

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