The Distribution of Partially Exchangeable Random Variables

نویسندگان

  • Hanxiang Peng
  • Xin Dang
  • Xueqin Wang
چکیده

In this article, we derive the distribution of partially exchangeable binary random variables, generalizing the distribution of exchangeable binary random variables and hence the binomial distribution. The distribution can also be viewed as a mixture of Markov chains. We introduce rectangular complete monotonicity and show that partial exchangebility can be characterized by rectangular complete monotonicity. The distribution aided with rectangular complete monotonicity can be used to analyze serially correlated data common in many areas of science.

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تاریخ انتشار 2009