Conflations of probability distributions

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Conflations of Probability Distributions

The conflation of a finite number of probability distributions P1, . . . , Pn is a consolidation of those distributions into a single probability distribution Q = Q(P1, . . . , Pn), where intuitively Q is the conditional distribution of independent random variables X1, . . . ,Xn with distributions P1, . . . , Pn, respectively, given that X1 = · · · = Xn. Thus, in large classes of distributions ...

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ژورنال

عنوان ژورنال: Transactions of the American Mathematical Society

سال: 2011

ISSN: 0002-9947

DOI: 10.1090/s0002-9947-2011-05340-7