Compatible Conditional Distributions
研究两组候选条件密度函数存在联合密度函数的充要条件,补充了先前关于唯一性的工作。
Abstract Consider two families of candidate conditional densities (or probability mass functions), {f(x | y);y ∈ S y} and {f(y | x): x ∈ S x}. This article investigates necessary and sufficient conditions for the existence of a joint density (or joint probability mass function) f(x, y) with the given families as its associated conditional densities. This supplements previous work that has addressed the question of uniqueness of f(x, y) assuming its existence.