On Neyman's conjecture: A characterization of the multinomials (Q1069236)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On Neyman's conjecture: A characterization of the multinomials
scientific article

    Statements

    On Neyman's conjecture: A characterization of the multinomials (English)
    0 references
    0 references
    0 references
    1985
    0 references
    The paper settles a conjecture by \textit{J. Neyman} [Certain chance mechanisms involving discrete distributions. in G. P. Patil (ed.): Classical and contagious discrete distributions, Proc. Int. Sympos., McGill Univ., Montreal, Que., 1963, 4-14 (1965)] concerning a characterization of positive and negative multinomial distributions by a linear regression property of power series distributions. The authors prove by means of a counter-example that the conjecture does not hold true if certain conditions are not satisfied and they state and prove a theorem that can be thought of as the corrected version of the conjecture.
    0 references
    0 references
    Neyman's conjecture
    0 references
    multivariate power series distributions
    0 references
    characterization
    0 references
    positive and negative multinomial distributions
    0 references
    linear regression property of power series distributions
    0 references
    counter-example
    0 references
    0 references