Equivalent or absolutely continuous probability measures with given marginals
نویسندگان
چکیده
منابع مشابه
Probability Measures with given Marginals and Conditionals: I-projections and Conditional Iterative Proportional Fitting
The iterative proportional fitting procedure (IPF-P) is an algorithm to compute approximately probability measures with prescribed marginals. We propose two extensions of the IPF-P, called conditional iterative proportional fitting procedures (CIPF-P), so that, additionally, given conditional distributions are taken into account. This modification is carried out by using the geometrical interpr...
متن کاملAbsolutely continuous copulas with given sub-diagonal section
Recently, Durante and Jaworski (2008) [6] have proved that the class of absolutely continuous copulas with a given diagonal section is non-empty in case that the diagonal function is such that the set of points where this coincides with the identity function has null-measure. In this paper, we show that if we consider sub-diagonals (or super-diagonals), then the framework changes. Concretely, f...
متن کاملGaussian Marginals of Probability Measures with Geometric Symmetries
Let K be a convex body in the Euclidean space Rn, n ≥ 2, equipped with its standard inner product 〈·, ·〉 and Euclidean norm | · |. Consider K as a probability space equipped with its uniform (normalized Lebesgue) measure μ. We are interested in k-dimensional marginals of μ, that is, the push-forward μ◦P−1 E of μ by the orthogonal projection PE onto a k-dimensional subspace E ⊂ Rn. The question ...
متن کاملLocal Smoothing with given Marginals
In models using categorical data one may use adjacency relations to justify smoothing to improve upon simple histogram approximations of the probabilities. This is particularly convenient for sparsely observed or rather peaked distributions. Moreover, in a few models, prior knowledge of a marginal distribution is available. We adapt local polynomial estimators to include this partial informatio...
متن کاملAbsolutely Continuous Invariant Measures That Are Maximal
Let A be a certain irreducible 0-1 matrix and let t denote the family of piecewise linear Markov maps on [0,1] which are consistent with A. The main result of this paper characterizes those maps in t whose (unique) absolutely continuous invariant measure is maximal, and proves that for "most" of the maps that are consistent with A, the absolutely continuous invariant measure is not maximal.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Dependence Modeling
سال: 2015
ISSN: 2300-2298
DOI: 10.1515/demo-2015-0004