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Abstract Details
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Activity Number:
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135
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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| Abstract - #303955 |
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Title:
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The Multivariate Bernoulli Distribution
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Author(s):
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Reza Modarres*+
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Companies:
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The George Washington University
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Address:
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Dept. of Statistics, Washington, DC, 20052-0001, United States
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Keywords:
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Binary ;
Dependence ;
Order Statistics
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Abstract:
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The Multivariate Bernoulli distribution is the cornerstone of statistical modeling and the building block of many distributions in probability theory. We discuss the MB distribution and review many of its properties. We describe several new results about the MB distribution, including block-independence, conditional mean and covariance, bounds on the elements of the covariance matrix, and its eigenvalues. We also discuss the distribution of the vector of ordinary moments, the joint distribution of two product forms and their independence, the joint distribution of the extreme order statistics, distribution of the sample range, inequalities on the mean and the variance of the extremes, distribution of Hadamand products and a two component MB mixture model.
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Authors who are presenting talks have a * after their name.
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