Random variables with completely independent subcollections
| Autor: | George A. Kirkup |
|---|---|
| Rok vydání: | 2007 |
| Předmět: |
Independent and identically distributed random variables
Change of variables Multivariate random variable 68W30 Mathematics - Statistics Theory Statistics Theory (math.ST) Principal radical system Commutative Algebra (math.AC) Determinental ideal Combinatorics Cohen–Macaulay Complete independence FOS: Mathematics 14Q15 Independence (probability theory) Mathematics Pairwise independence Ideal (set theory) Algebra and Number Theory Perfect ideal Primary decomposition Mathematics - Commutative Algebra Algebra of random variables Segre variety Sum of normally distributed random variables |
| Zdroj: | Journal of Algebra. 309(2):427-454 |
| ISSN: | 0021-8693 |
| DOI: | 10.1016/j.jalgebra.2006.06.023 |
| Popis: | We investigate the algebra and geometry of the independence conditions on discrete random variables in which we fix some random variables and study the complete independence of some subcollections. We interpret such independence conditions on the random variables as an ideal of algebraic relations. After a change of variables, this ideal is generated by generalized 2x2 minors of multi-way tables and linear forms. In particular, let Delta be a simplicial complex on some random variables and A be the table corresponding to the product of those random variables. If A is Delta-independent table then A can be written as the entrywise sum B+C where B is a completely independent table and C is identically 0 in its Delta-margins. We compute the isolated components of the original ideal, showing that there is only one component that could correspond to probability distributions, and relate the algebra and geometry of the main component to that of the Segre embedding. If Delta has fewer than three facets, we are able to compute generators for the main component, show that it is Cohen--Macaulay, and give a full primary decomposition of the original ideal. 26 pages |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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