Correlated binomial models and correlation structures

DOI10.1088/0305-4470/39/50/005MaRDI QIDQ3418462zbMATH OpenOpenAlexFDO

Authors Masato Hisakado, Kenji Kitsukawa, Shintaro Mori

Publication date 5 February 2007

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/physics/0605189

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical distribution theory (62E99)

Abstract: We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional probabilities. The beta-binomial distribution is derived by a strong symmetric assumption on the conditional correlations. Our derivation clarifies the 'correlation' structure of the beta-binomial distribution. It is also possible to study the correlation structures of other probability distributions of exchangeable (homogeneous) correlated Bernoulli random variables. We study some distribution functions and discuss their behaviors in terms of their correlation structures.

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