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On the Relationship between the Conditional and Unconditional Distribution of a Random Variable

Author

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  • Panaretos, John

Abstract

This 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

Suggested Citation

  • Panaretos, John, 1981. "On the Relationship between the Conditional and Unconditional Distribution of a Random Variable," MPRA Paper 6228, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:6228
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    File URL: https://mpra.ub.uni-muenchen.de/6228/1/MPRA_paper_6228.pdf
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    Cited by:

    1. Xekalaki, Evdokia & Panaretos, John, 1983. "Identifiability of Compound Poisson Distributions," MPRA Paper 6244, University Library of Munich, Germany.

    More about this item

    Keywords

    Mixed distributions; Poisson distribution; characterization;

    JEL classification:

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

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