<p>In this paper we propose and study a new tree-diagram parametrization of the probability mass function of the multivariate Bernoulli distribution (MBD). We give simple steps for generating a realization from the MBD. Maximum likelihood estimators of the parameters of the MBD together with the corresponding Fisher Information matrix are given. We also give several examples of likelihood ratio (LR) tests about the values of the parameters of the MBD. Finally, we consider the development of multivariate logistic regression models based on the proposed tree-diagram parametrization of the MBD.</p>

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On A New Parametrization of the Multivariate Bernoulli distribution

  • Emad-Eldin A. A. Aly

摘要

In this paper we propose and study a new tree-diagram parametrization of the probability mass function of the multivariate Bernoulli distribution (MBD). We give simple steps for generating a realization from the MBD. Maximum likelihood estimators of the parameters of the MBD together with the corresponding Fisher Information matrix are given. We also give several examples of likelihood ratio (LR) tests about the values of the parameters of the MBD. Finally, we consider the development of multivariate logistic regression models based on the proposed tree-diagram parametrization of the MBD.