Abstract
Necessary and sufficient conditions are derived on the parameters of a d-dimensional random vector with Marshall-Olkin distribution to be extendible to an infinite exchangeable sequence. Interpreted differently, this result allows to decide if the respective multivariate exponential distribution can be constructed by means of a model with conditionally independent and identically distributed components. The proof makes use of the solution of the truncated Hausdorff moment problem and a reparameterization of the Marshall-Olkin distribution.
| Original language | English |
|---|---|
| Pages (from-to) | 310-321 |
| Number of pages | 12 |
| Journal | Brazilian Journal of Probability and Statistics |
| Volume | 27 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2013 |
Keywords
- De Finetti's theorem
- Lévy subordinator
- Marshall-Olkin distribution
- Pascal's triangle
- Truncated Hausdorff's moment problem