Compatibility results for conditional distributions

In various frameworks, to assess the joint distribution of a kdimensional random vector X = (X1, . . . , Xk), one selects some putative conditional distributions Q1, . . . , Qk. Each Qi is regarded as a possible (or putative) conditional distribution for Xi given (X1, . . . , Xi−1, Xi+1, . . . , Xk). The Qi are compatible if there is a joint distribution P… CONTINUE READING