Abstract
A general algorithm is provided for determining the compatibility among full conditionals of discrete random variables with structural zeros. The algorithm is scalable and it can be implemented in a fairly straightforward manner. A MATLAB program is included in the Appendix and therefore, it is now feasible to check the compatibility of multi-dimensional conditional distributions with constrained supports. Rather than the linear equations in the restricted domain of Arnold et al. (2002) [11] Tian et al. (2009) [16], the approach is odds-oriented and it is a discrete adaptation of the compatibility check of Besag (1994) [17]. The method naturally leads to the calculation of a compatible joint distribution or, in the absence of compatibility, a nearly compatible joint distribution. Besag's [5] factorization of a joint density in terms of conditional densities is used to justify the algorithm.
Original language | English (US) |
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Pages (from-to) | 191-199 |
Number of pages | 9 |
Journal | Journal of Multivariate Analysis |
Volume | 101 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2010 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty
Keywords
- Consecutive site
- Full conditionals
- Geometric average
- Incidence set
- Nearly compatible
- Odds
- Path