Correlated binomial models and correlation structures

被引:40
|
作者
Hisakado, Masato
Kitsukawa, Kenji
Mori, Shintaro
机构
[1] Stand & Poors, Chiyoda Ku, Tokyo 1000005, Japan
[2] Keio Univ, Grad Sch Media & Governance, Fujisawa, Kanagawa 2528520, Japan
[3] Kitasato Univ, Sch Sci, Dept Phys, Sagamihara, Kanagawa 2288555, Japan
来源
关键词
D O I
10.1088/0305-4470/39/50/005
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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 behaviours in terms of their correlation structures.
引用
收藏
页码:15365 / 15378
页数:14
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