Correlated binomial models and correlation structures

DOI10.1088/0305-4470/39/50/005zbMATH Open1103.62052arXivphysics/0605189OpenAlexW1979598180MaRDI QIDQ3418462FDOQ3418462

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)

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.

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

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Mathematics Subject Classification ID

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

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