B1350
Title: Representation of multivariate Bernoulli distributions with a given set of specified moments
Authors: Roberto Fontana - Politecnico di Torino (Italy) [presenting]
Patrizia Semeraro - Politecnico di Torino (Italy)
Abstract: A new but simple method is proposed to characterise multivariate Bernoulli variables belonging to a given class, i.e., with some specified moments. Within a given class, this characterisation allows us to easily generate a sample of mass functions. It also provides the bounds that all the moments must satisfy to be compatible and the possibility to choose the best distribution according to a certain criterion. For the special case of the Frechet class of the multivariate Bernoulli distributions with given margins we find a polynomial characterization of the class. Our characterization allows us to have bounds for the higher order moments. An algorithm and its use in some examples is shown. Possible connections with design of experiments will be illustrated.
