On Neyman's conjecture: A characterization of the multinomials

DOI10.1016/0047-259X(85)90030-2MaRDI QIDQ1069236zbMATH OpenWikidataFDO

Authors Bikas K. Sinha, Thomas M. Gerig

Publication date 1985

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(85)90030-2

zbMATH Keywords

characterizationcounter-examplelinear regression property of power series distributionsmultivariate power series distributionsNeyman's conjecturepositive and negative multinomial distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Review text

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.

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Cites work

• Characterizations of Statistical Distributions: A Supplement to Recent Surveys
• scientific article; zbMATH DE number 3724361 (Why is no real title available?)
• scientific article; zbMATH DE number 3305595 (Why is no real title available?)
• scientific article; zbMATH DE number 3385100 (Why is no real title available?)
• Multivariate power series distributions and Neyman's properties for multinomials
• On a characterization of the dispersion matrix based on the properties of regression
• On certain properties of power-series distributions

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(3)

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