Open Access
2009 Triangular systems for symmetric binary variables
Nanny Wermuth, Giovanni M. Marchetti, D.R. Cox
Electron. J. Statist. 3: 932-955 (2009). DOI: 10.1214/09-EJS439

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.

Citation

Download Citation

Nanny Wermuth. Giovanni M. Marchetti. D.R. Cox. "Triangular systems for symmetric binary variables." Electron. J. Statist. 3 932 - 955, 2009. https://doi.org/10.1214/09-EJS439

Information

Published: 2009
First available in Project Euclid: 17 September 2009

zbMATH: 1326.62145
MathSciNet: MR2540847
Digital Object Identifier: 10.1214/09-EJS439

Subjects:
Primary: 62E10
Secondary: 62H17 , 62H20

Keywords: Graphical Markov models , linear in probability models , log-linear models , recursive generating processes

Rights: Copyright © 2009 The Institute of Mathematical Statistics and the Bernoulli Society

Back to Top