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English

We propose a simple but new method of characterizing multivariate Bernoulli variables belonging to a given class, i.e., with some specified moments. Within a given class, this characterization allows us to generate easily 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 Fréchet 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 is presented and illustrated.

Publication type: 
Journal Articles
Evidence for R3C: 
N
Publication Date: 
Thursday, April 16, 2020
Cluster: 
Measuring Urban Resilience
Year: