关于可交换多项分布的研究

On exchangeable multinomial distributions

Biometrika · 2016
被引 2
ABS 4

中文导读

推导了可交换多项随机变量的联合分布表达式,该分布推广了基于独立试验的多项分布,并保留了其重要性质。通过高阶矩和相关性分析,发现其协方差矩阵与文献中通常假设的形式不同,并应用于发育毒理学数据分析。

Abstract

We derive an expression for the joint distribution of exchangeable multinomial random variables, which generalizes the multinomial distribution based on independent trials while retaining some of its important properties. Unlike de Finneti's representation theorem for a binary sequence, the exchangeable multinomial distribution derived here does not require that the finite set of random variables under consideration be a subset of an infinite sequence. Using expressions for higher moments and correlations, we show that the covariance matrix for exchangeable multinomial data has a different form from that usually assumed in the literature, and we analyse data from developmental toxicology studies. The proposed analyses have been implemented in R and are available on CRAN in the CorrBin package.

统计学概率分布生物统计应用数学