An analytical characterization of the exchangeable wide-sense geometric law

Jan Frederik Mai, Matthias Scherer, Natalia Shenkman

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

The exchangeable d-variate wide-sense geometric law is uniquely characterized by (d + 1)-monotone sequences of parameters in [3]. The proof of sufficiency in [3] requires a probabilistic model. We provide an alternative, purely analytical proof of sufficiency of the (d + 1)-monotonicity of a sequence to define admissible parameters of a d-variate wide-sense geometric law.

Original languageEnglish
Title of host publicationSynergies of Soft Computing and Statistics for Intelligent Data Analysis
PublisherSpringer Verlag
Pages331-340
Number of pages10
ISBN (Print)9783642330414
DOIs
StatePublished - 2013
Event6th International Conference on Soft Methods in Probability and Statistics, SMPS 2012 - Konstanz, Germany
Duration: 4 Oct 20126 Oct 2012

Publication series

NameAdvances in Intelligent Systems and Computing
Volume190 AISC
ISSN (Print)2194-5357

Conference

Conference6th International Conference on Soft Methods in Probability and Statistics, SMPS 2012
Country/TerritoryGermany
CityKonstanz
Period4/10/126/10/12

Keywords

  • d-monotone sequences
  • exchangeability
  • lack of memory
  • multivariate geometric law
  • rectangular inequalities

Fingerprint

Dive into the research topics of 'An analytical characterization of the exchangeable wide-sense geometric law'. Together they form a unique fingerprint.

Cite this