A Unified Method for Checking Compatibility and Uniqueness for Finite Discrete Conditional Distributions
Guo‐Liang Tian, Ming Chieng Tan, Kai Wang Ng, Man‐Lai Tang · Communication in Statistics- Theory and Methods · 2008
Checking compatibility for two given conditional distributions and identifying the corresponding unique compatible marginal distributions are important problems in mathematical statistics, especially in Bayesian inferences. In this article, we develop a unified method to check the compatibility and uniqueness for two finite discrete conditional distributions. By formulating the compatibility problem into a system of linear equations subject to constraints, it can be reduced to a quadratic optimization problem with box constraints. We also extend the proposed method from two-dimensional cases to higher-dimensional cases. Finally, we show that our method can be easily applied to checking compatibility and uniqueness for a regression function and a conditional distribution. Several numerical examples are used to illustrate the proposed method. Some comparisons with existing methods are also presented.