On the Relationship between the Conditional and Unconditional Distribution of a Random Variable
AbstractThis paper studies the relationship between the unconditional and conditional distribution of the same random variable, say Y, when the distribution of the conditioning random variable X is of a known form. The problem is tackled in the general case where the distribution of Y and Y given X are mixed. Attention is focused to two particular cases. In the first X is assumed to follow a Poisson distribution; in the second X is allowed to have a mixed Poisson form. Potential applications are also discussed
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 6228.
Date of creation: 1981
Date of revision:
Mixed distributions; Poisson distribution; characterization;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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- Xekalaki, Evdokia & Panaretos, John, 1983. "Identifiability of Compound Poisson Distributions," MPRA Paper 6244, University Library of Munich, Germany.
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