Vertical Dependency in Sequences of Categorical Random Variables

# Vertical Dependency in Sequences of Categorical Random Variables

## Abstract

This paper develops a more general theory of sequences of dependent categorical random variables, extending the works of Korzeniowski (2013) and Traylor (2017) that studied first-kind dependency in sequences of Bernoulli and categorical random variables, respectively. A more natural form of dependency, sequential dependency, is defined and shown to retain the property of identically distributed but dependent elements in the sequence. The cross-covariance of sequentially dependent categorical random variables is proven to decrease exponentially in the dependency coefficient $\delta$ as the distance between the variables in the sequence increases. We then generalize the notion of vertical dependency to describe the relationship between a categorical random variable in a sequence and its predecessors, and define a class of generating functions for such dependency structures. The main result of the paper is that any sequence of dependent categorical random variables generated from a function in the class $\mathscr{C}_{\delta}$ that is dependency continuous yields identically distributed but dependent random variables. Finally, a graphical interpretation is given and several examples from the generalized vertical dependency class are illustrated.

## Introduction

Many statistical tools and distributions rely on the independence of a sequence or set of random variables. The sum of independent Bernoulli random variables yields a binomial random variable. More generally, the sum of independent categorical random variables yields a multinomial random variable. Independent Bernoulli trials also form the basis of the geometric and negative binomial distributions, though the focus is on the number of failures before the first (or rth success). [2] In data science, linear regression relies on independent and identically distributed (i.i.d.) error terms, just to name a few examples.

The necessity of independence filters throughout statistics and data science, although real data rarely is actually independent. Transformations of data to reduce multicollinearity (such as principal component analysis) are commonly used before applying predictive models that require assumptions of independence. This paper aims to continue building a formal foundation of dependency among sequences of random variables in order to extend these into generalized distributions that do not rely on mutual independence in order to better model the complex nature of real data. We build on the works of Korzeniowski [1] and Traylor [3] who both studied first-kind (FK) dependence for Bernoulli and categorical random variables, respectively, in order to define a general class of functions that generate dependent sequences of categorical random variables.

The next section gives a brief review of the original work by Korzeniowski [1] and Traylor [3]. In Section 2, a new dependency structure, sequential dependency is introduced, and the cross-covariance matrix for two sequentially dependent categorical random variables is derived. Sequentially dependent categorical random variables are identically distributed but dependent. Section 3.1 generalized the notion of vertical dependency structures into a class that encapsulates both the first-kind (FK) dependence of Korzeniowski [1] and Traylor [3] and shows that all such sequences of dependent random variables are identically distributed. We also provide a graphical interpretation and illustrations of several examples of vertical dependency structures.

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