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arXiv · 2209.01772

Bivariate distributions with equi-dispersed normal conditionals and related models

Barry C. Arnold·B. G. Manjunath
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Abstract

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article our main focus is on univariate and bivariate models with equi-dispersed normal component distributions. We discuss distributional features of such models, explore inferential aspects and include an example of application of equi-dispersed models. Some related models are discused in Appendices.

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Barry C. Arnold, B. G. Manjunath. 2022-09-05. Bivariate distributions with equi-dispersed normal conditionals and related models. https://arxiv.org/abs/2209.01772

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