Bivariate distributions with equi-dispersed normal conditionals and related models
A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article...
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| Veröffentlicht in: | Metrika 2024-05, Vol.87 (4), p.427-448 |
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| container_title | Metrika |
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| creator | Arnold, Barry C. Manjunath, B. G. |
| description | A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article our main focus is on univariate and bivariate models with equi-dispersed normal component distributions. We discuss distributional features of such models, explore inferential aspects and include an example of application of equi-dispersed models. Some related models are discused in Appendices. |
| doi_str_mv | 10.1007/s00184-023-00921-5 |
| format | Article |
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| subjects | Bivariate analysis Economic Theory/Quantitative Economics/Mathematical Methods Mathematics and Statistics Poisson distribution Probability Theory and Stochastic Processes Random variables Statistics |
| title | Bivariate distributions with equi-dispersed normal conditionals and related models |
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