Measuring conformability of probabilities
Given a probability space or a joint distribution, any derived probabilities or marginal distributions will be conformable. The inverse problem is to determine whether a set of fragmentary probabilities or marginal distributions is conformable in the sense that there exists a probability space or joint distribution that yields these fragmentary probabilities or marginal distributions. Because nonconformability or inconsistency may occur in a number of ways, we present a hierarchy of inconsistencies, and provide a linear programming approach designed to uncover different levels of inconsistency.
Year of publication: |
2001
|
---|---|
Authors: | Bravata, D. M. ; Cottle, R. W. ; Eaves, B. C. ; Olkin, I. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 3, p. 321-327
|
Publisher: |
Elsevier |
Keywords: | Marginal distributions Fréchet bounds Linear equations Linear programming Consistent probabilities |
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