Compatibility of discrete conditional distributions with structural zeros

Yuchung J. Wang, Kun Lin Kuo

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

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 languageEnglish (US)
Pages (from-to)191-199
Number of pages9
JournalJournal of Multivariate Analysis
Volume101
Issue number1
DOIs
StatePublished - 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

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