An alternative approach for compatibility of two discrete conditional distributions

Indranil Ghosh, Saralees Nadarajah · Communication in Statistics- Theory and Methods · 2015

Conditional specification of distributions is a developing area with increasing applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the compatibility of two conditional probability distributions under the finite discrete setup. A technique based on rank-based criterion is shown to be particularly convenient for identifying compatible distributions corresponding to complete conditional specification including the case with zeros.The proposed methods are illustrated with several examples.

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