A matrix-valued Bernoulli distribution

  • Authors:

  • Gianfranco Lovison

  • Affiliations:

  • Dipartimento di Scienze Statistiche e Matematiche "S. Vianelli", Università di Palermo, Palermo, Italy

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2006

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Abstract

Matrix-valued distributions are used in continuous multivariate analysis to model sample data matrices of continuous measurements; their use seems to be neglected for binary, or more generally categorical, data. In this paper we propose a matrix-valued Bernoulli distribution, based on the loglinear representation introduced by Cox [The analysis of multivariate binary data, Appl. Statist. 21 (1972) 113-120] for the Multivariate Bernoulli distribution with correlated components.