Compatibility results for conditional distributions

Compatibility of Finite Discrete Conditional Distributions

This paper provides new versions of necessary and sufficient conditions for compatibility of finite discrete conditional distributions, and of the uniqueness for those compatible conditional distributions. We note that the ratio matrix (the matrix C in Arnold and Press (1989)), after interchanging its rows and/or columns, can be rearranged to be an irreducible block diagonal matrix. We find tha...

Some New Characterization Results on Exponential and Related Distributions

Investigating the Correlation of Selected Banks with Dynamic Conditional Correlation (DCC) Model and Identifying Systemically Important Banks with Conditional Value at Risk and Shapley Value Method

Systemic risk arises from simultaneous movement or correlations between market segments; Thus, systemic risk occurs when there is a high correlation between the risks and crises of different market segments or institutions operating in the economy, or when the risks of different segments in a market segment or a country are related to other segments and other countries. This paper presents a me...

A Few Characterizations of the Univariate Continuous Distributions

Various characterizations of distributions, in their generality, are presented in terms of the conditional expectations. Some special  examples are given as well.

An analysis of cultural land use spatial distributions using geographic information system in District 3 of Tehran Municipality

This research has been conducted with the aim of analyzing the spatial distribution of existing cultural land use in district 3 of Tehran Municipality and proposal for new site selection for cultural land use in this district. After studying previous researches on the issues of land use and site selection, 13 indicators for locating cultural land use were identified then by using distance mappi...