dorsal/arxiv
View SchemaCorrelated Binomial Models and Correlation Structures
| Authors | M. Hisakado, K. Kitsukawa, S. Mori |
|---|---|
| Categories | |
| ArXiv ID | physics/0605189 |
| URL | https://arxiv.org/abs/physics/0605189 |
| DOI | 10.1088/0305-4470/39/50/005 |
| Journal | J.Phys.A:Math.Gen.39(2006)15365-15378 |
Abstract
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional probabilities. The beta-binomial distribution is derived by a strong symmetric assumption on the conditional correlations. Our derivation clarifies the 'correlation' structure of the beta-binomial distribution. It is also possible to study the correlation structures of other probability distributions of exchangeable (homogeneous) correlated Bernoulli random variables. We study some distribution functions and discuss their behaviors in terms of their correlation structures.
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"abstract": "We discuss a general method to construct correlated binomial distributions by\nimposing several consistent relations on the joint probability function. We\nobtain self-consistency relations for the conditional correlations and\nconditional probabilities. The beta-binomial distribution is derived by a\nstrong symmetric assumption on the conditional correlations. Our derivation\nclarifies the \u0027correlation\u0027 structure of the beta-binomial distribution. It is\nalso possible to study the correlation structures of other probability\ndistributions of exchangeable (homogeneous) correlated Bernoulli random\nvariables. We study some distribution functions and discuss their behaviors in\nterms of their correlation structures.",
"arxiv_id": "physics/0605189",
"authors": [
"M. Hisakado",
"K. Kitsukawa",
"S. Mori"
],
"categories": [
"physics.data-an"
],
"doi": "10.1088/0305-4470/39/50/005",
"journal_ref": "J.Phys.A:Math.Gen.39(2006)15365-15378",
"title": "Correlated Binomial Models and Correlation Structures",
"url": "https://arxiv.org/abs/physics/0605189"
},
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