Compatibility among marginal densities

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4 Scopus citations

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 - 2004

ASJC Scopus subject areas

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

Keywords

  • Additive interactions
  • Generating class
  • Lancaster's representation
  • Reproducible
  • Undirected graph

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