Compatibility among marginal densities

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

In the Lancaster representation a joint density is decomposed into a sum of additive interactions. Using these interactions, we derive conditions for checking compatibility among a collection of marginal densities. The representation also shows how to construct an all- positive joint density additively from a given set of compatible marginals. An algorithm is proposed for reducing the dimension of the marginal densities so that compatibility can be checked in sequential increments. The representation may yield insights into the construction and simulation of models represented by undirected graphs.

Original languageEnglish (US)
Pages (from-to)234-239
Number of pages6
JournalBiometrika
Volume91
Issue number1
DOIs
StatePublished - Dec 1 2004

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Compatibility
Joints
Interaction
Undirected Graph
Increment
simulation models
Simulation
Model

All Science Journal Classification (ASJC) codes

  • Agricultural and Biological Sciences(all)
  • Applied Mathematics
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Statistics and Probability

Cite this

Wang, Yuchung. / Compatibility among marginal densities. In: Biometrika. 2004 ; Vol. 91, No. 1. pp. 234-239.
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Compatibility among marginal densities. / Wang, Yuchung.

In: Biometrika, Vol. 91, No. 1, 01.12.2004, p. 234-239.

Research output: Contribution to journalArticle

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