Conditionally specified distributions
By: Barry C. Arnold, Enrique Castillo, José-Mariá Sarabia.
Contributors: Castillo, Enrique, 1946-; Sarabia, José-Mariá.
Series: Lecture notes in statistics ;; 73; Lecture notes in statistics (Springer-Verlag) ;; v. 73.
Publisher: Springer-Verlag
Published: 1992
Place of publication: Berlin; New York
Language: eng
Number of pages: 151
Subjects: Distribution (Probability theory)
Description: The focus of this monograph is the study of general classes of conditionally specified distributions. Until recently, the analysis of data using conditionally specified models was regarded as computationally difficult, but the advent of readily available computing power has re-invigorated interest in this topic. The authors' aim is to present a guide to conditionally specified models and to consider estimation and simulation methods for such models. The book begins by surveying joint distributions in a variety of settings and presenting results on functional equations which are used throughout the text. Subsequent chapters cover a wide variety of families of conditional distributions, extensions to multivariate situations, and the application to estimation techniques (both classical and Bayesian) and simulation techniques.
Notes: Includes bibliographical references (p. [141]-146) and indexes.