A note on inconsistent families of discrete multivariate distributions

Sugata Ghosh, Subhajit Dutta, Marc G. Genton

Research output: Contribution to journalArticlepeer-review

Abstract

We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.
Original languageEnglish (US)
JournalJournal of Statistical Distributions and Applications
Volume4
Issue number1
DOIs
StatePublished - Jul 5 2017

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