Bivariate distributions with equi-dispersed normal conditionals and related models
Statistics Theory
2022-09-07 v1 Statistics Theory
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.
Cite
@article{arxiv.2209.01772,
title = {Bivariate distributions with equi-dispersed normal conditionals and related models},
author = {Barry C. Arnold and B. G. Manjunath},
journal= {arXiv preprint arXiv:2209.01772},
year = {2022}
}