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On the continuity of invariant statistics

Nguyen Van Ho (1978)

Aplikace matematiky

The aim of this paper is to establish theorems on the absolute continuity of translation as well as scale invariant statistics in general, from which the related results by Hodges-Lehmann and Puri-Sen follow. The continuity relations between the joint cdf of a random vector and its marginal cdf's are also considered.

On the convergence of the Bhattacharyya bounds in the multiparametric case

Abdulghani Alharbi (1994)

Applicationes Mathematicae

Shanbhag (1972, 1979) showed that the diagonality of the Bhattacharyya matrix characterizes the set of normal, Poisson, binomial, negative binomial, gamma or Meixner hypergeometric distributions. In this note, using Shanbhag's techniques, we show that if a certain generalized version of the Bhattacharyya matrix is diagonal, then the bivariate distribution is either normal, Poisson, binomial, negative binomial, gamma or Meixner hypergeometric. Bartoszewicz (1980) extended the result of Blight and...

On the dominance relation between ordinal sums of conjunctors

Susanne Saminger, Bernard De Baets, Hans De Meyer (2006)

Kybernetika

This contribution deals with the dominance relation on the class of conjunctors, containing as particular cases the subclasses of quasi-copulas, copulas and t-norms. The main results pertain to the summand-wise nature of the dominance relation, when applied to ordinal sum conjunctors, and to the relationship between the idempotent elements of two conjunctors involved in a dominance relationship. The results are illustrated on some well-known parametric families of t-norms and copulas.

On the Heyde theorem for discrete Abelian groups

G. M. Feldman (2006)

Studia Mathematica

Let X be a countable discrete Abelian group, Aut(X) the set of automorphisms of X, and I(X) the set of idempotent distributions on X. Assume that α₁, α₂, β₁, β₂ ∈ Aut(X) satisfy β α - 1 ± β α - 1 A u t ( X ) . Let ξ₁, ξ₂ be independent random variables with values in X and distributions μ₁, μ₂. We prove that the symmetry of the conditional distribution of L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ implies that μ₁, μ₂ ∈ I(X) if and only if the group X contains no elements of order two. This theorem can be considered as an analogue...

On the infinite divisibility of scale mixtures of symmetric α-stable distributions, α ∈ (0,1]

Grażyna Mazurkiewicz (2010)

Banach Center Publications

The paper contains a new and elementary proof of the fact that if α ∈ (0,1] then every scale mixture of a symmetric α-stable probability measure is infinitely divisible. This property is known to be a consequence of Kelker's result for the Cauchy distribution and some nontrivial properties of completely monotone functions. It is known that this property does not hold for α = 2. The problem discussed in the paper is still open for α ∈ (1,2).

On the k-gamma q-distribution

Rafael Díaz, Camilo Ortiz, Eddy Pariguan (2010)

Open Mathematics

We provide combinatorial as well as probabilistic interpretations for the q-analogue of the Pochhammer k-symbol introduced by Díaz and Teruel. We introduce q-analogues of the Mellin transform in order to study the q-analogue of the k-gamma distribution.

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