IDEAS home Printed from
   My bibliography  Save this paper

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


  • Panaretos, John


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

    Download full text from publisher

    File URL:
    File Function: original version
    Download Restriction: no


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    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


    Mixed distributions; Poisson distribution; characterization;

    JEL classification:

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


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:6228. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.