Bivariate distributions with equi-dispersed normal conditionals and related models
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Publication:6409733
DOI10.1007/S00184-023-00921-5arXiv2209.01772OpenAlexW4385635710MaRDI QIDQ6409733FDOQ6409733
Authors: Barry C. Arnold, B. G. Manjunath 
Publication date: 5 September 2022
Abstract: A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article our main focus is on univariate and bivariate models with equi-dispersed normal component distributions. We discuss distributional features of such models, explore inferential aspects and include an example of application of equi-dispersed models. Some related models are discused in Appendices.
Full work available at URL: https://doi.org/10.1007/s00184-023-00921-5
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