Semi-Selfdecomposable Laws in the Minimum Scheme
概率论
2007-06-13 v1 统计理论
统计理论
摘要
We discuss semi-selfdecomposable laws in the minimum scheme and characterize them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai (1991) are shown to be semi-selfdecomposable in this scheme. Methods for deriving this class of laws are then attempted from the angle of randomization. Finally, discrete analogues of these results are also considered.
引用
@article{arxiv.math/0604146,
title = {Semi-Selfdecomposable Laws in the Minimum Scheme},
author = {S Satheesh and E Sandhya},
journal= {arXiv preprint arXiv:math/0604146},
year = {2007}
}
备注
7 pages, in .pdf, presented at the National Seminar on Stochastic Process Modeling, Distribution Theory and Order Statistics held at the Department of Statisitcs, University of Kerala, Trivandrum, India; submitted