On the Relationship between the Conditional and Unconditional Distribution of a Random Variable

  • J. Panaretos
Conference paper
Part of the NATO Advanced Study Institutes Series book series (ASIC, volume 79)

Summary

This paper studies the relationship between the unconditional and conditional distribution of the same random variable, say Y, when the distribution of the conditioning random variable X is of a known form. The problem is tackled in the general case where the distribution of Y and Y given X are mixed. Attention is focused to two particular cases. In the first X is assumed to follow a Poisson distribution; in the second X is allowed to have a mixed Poisson form. Potential applications are also discussed.

Key Words

Mixed distributions Poisson distribution characterization 

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Copyright information

© D. Reidel Publishing Company 1981

Authors and Affiliations

  • J. Panaretos
    • 1
  1. 1.Trinity CollegeDublinIreland

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