Lunedì 6 marzo
Ore 16:00, Aula di Consiglio
Seminario di probabilità e statistica matematica
Mauro Piccioni
Conditional iid structures in exchangeable multivariate distributions: from
Marshall-Olkin to “load sharing” models
The discovery of a conditional iid structure allows the understanding of
the dependence contained in a d-variate distribution as generated by an
exogenous latent factor . According to the celebrated de Finetti ‘s
theorem this is equivalent to the possibility of defining an infinitely
exchangeable sequence of random variables with the given d-marginal. In
parametric classes of multivariate distributions, the determination of the
values of the parameter corresponding to a structure of this type is a
difficult problem which have been solved only in a few cases. In the talk
the elegant theory developed by Mai and Scherer for the Marshall-Olkin
distribution will be reviewed and some partial results for “load-sharing”
models will be presented (joint work with Gerard Letac and Fabio
Spizzichino).
Tutti gli interessati sono invitati a partecipare. I seminari proseguiranno
durante il secondo semestre ogni lunedì con cadenza settimanale.