We introduce and study distributions of sets of binary variables that are symmetric, that is each has equally probable levels. The joint distribution of these special types of binary variables, if generated by a recursive process of linear main effects is essentially parametrized in terms of marginal correlations. This contrasts with the log-linear formulation of joint probabilities in which parameters measure conditional associations given all remaining variables. The new formulation permits useful comparisons of different types of graphical Markov models and leads to a close approximation of Gaussian orthant probabilities.

Triangular systems for symmetric binary variables / N. Wermuth; G.M. Marchetti; D. R. Cox. - In: ELECTRONIC JOURNAL OF STATISTICS. - ISSN 1935-7524. - ELETTRONICO. - 3:(2009), pp. 932-955. [10.1214/09-EJS439]

Triangular systems for symmetric binary variables

MARCHETTI, GIOVANNI MARIA;
2009

Abstract

We introduce and study distributions of sets of binary variables that are symmetric, that is each has equally probable levels. The joint distribution of these special types of binary variables, if generated by a recursive process of linear main effects is essentially parametrized in terms of marginal correlations. This contrasts with the log-linear formulation of joint probabilities in which parameters measure conditional associations given all remaining variables. The new formulation permits useful comparisons of different types of graphical Markov models and leads to a close approximation of Gaussian orthant probabilities.
2009
3
932
955
N. Wermuth; G.M. Marchetti; D. R. Cox
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/362313
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? 13
social impact