Characterizing a Joint Probability Distribution by Conditionals

Andrew Gelman, Terence P. Speed

Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1993 · 108 citations · 4 references

Concepts

Abstract

SUMMARY We derive conditions under which a set of conditional and marginal probability distributions will uniquely specify an all-positive joint distribution. Our theoretical result may yield insights into the construction and simulation of multivariate probability models.

References

4