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A Characterization of the Negative Multinomial Distribution

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  • Panaretos, John

Abstract

This paper deals with a characterization of the negative multinomial distribution. It is based on the assumption that the conditional distribution of two random vectors is multivariate inverse hypergeometric. It makes use essentially of a multivariate analogue of a condition known in the literature as the Rao-Rubin condition. The result is extended to include characterizations of truncated forms of the negative multinomial distribution. Comparison with previous results in the field is made and an example is included to demonstrate a possible use of the characterization

Suggested Citation

  • Panaretos, John, 1981. "A Characterization of the Negative Multinomial Distribution," MPRA Paper 6227, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:6227
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    File URL: https://mpra.ub.uni-muenchen.de/6227/1/MPRA_paper_6227.pdf
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    Cited by:

    1. Panaretos, John, 1983. "On Some Bivariate Discrete Distributions with Multivariate Components," MPRA Paper 68041, University Library of Munich, Germany.

    More about this item

    Keywords

    Negative multinomial distribution; multivariate inverse hypergeometric distribution; truncated negative multinomial distribution; Rao-Rubin condition; Shanbhag's lemma;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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