On compatibility/incompatibility of two discrete probability distributions in the presence of incomplete specification

Abstract

Conditional specification of distributions is a developing area with many applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the compatibility of two conditional probability distributions under the finite discrete set up. A technique based on rank-based criterion is shown to be particularly convenient for identifying compatible distributions corresponding to complete conditional specification, including the case with zeros. The proposed methods are finally illustrated with several examples.