Monday, 30 January 2012

pr.probability - Density function for a multivariate Bernoulli-like distribution

I'm looking for a distribution to model a vector of k binary random variables, X1,ldots,Xk. Suppose I have observed that sumiXi=n. In this case I do not want to treat them as independent Bernoulli random variables. Instead, I would like something like the multinomial:



P(X1=x1,ldots,Xk=xk)=f(x1,ldots,xk;n,p1,ldots,pk)=fracn!x1!cdotsxk!prodki=1pxii



but instead of the xi being nonnegative integers, I want them restricted to be either 0 or 1. I have been trying to see if the multivariate hypergeometric is appropriate, but I'm not sure.



Thanks in advance for any advice.

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