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:: Volume 21, Issue 1 (9-2016) ::
Andishe 2016, 21(1): 89-99 Back to browse issues page
Modeling of ‎I‎nfinite Divisible Distributions Using Invariant and Equivariant Functions
Abstract:   (4257 Views)

‎Basu’s theorem is one of the most elegant results of classical statistics‎. ‎Succinctly put‎, ‎the theorem says‎: ‎if T is a complete sufficient statistic for a family of probability measures‎, ‎and V is an ancillary statistic‎, ‎then T and V are independent‎. ‎A very novel application of Basu’s theorem appears recently in proving the infinite divisibility of certain statistics‎. ‎In addition to Basu’s theorem‎, ‎this application requires a version of the Goldie-Steutel law‎. ‎By using Basu’s theorem that a large class of functions of random variables‎, ‎two of which are independent standard normal‎, ‎is infinitely divisible‎. ‎The next result provides a representation of functions of normal variables as the product of two random variables‎, ‎where one is infinitely divisible‎, ‎while the other is not‎, ‎and the two are independently distributed‎.

Keywords: infinite divisible distributions‎, goldie-Steutel law‎, scale equivariant function‎, scale invariant function‎.
Full-Text [PDF 274 kb]   (1367 Downloads)    
Type of Study: Research | Subject: Special
Received: 2015/05/4 | Accepted: 2016/11/20 | Published: 2016/11/20
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Modeling of ‎I‎nfinite Divisible Distributions Using Invariant and Equivariant Functions . Andishe 2016; 21 (1) :89-99
URL: http://andisheyeamari.irstat.ir/article-1-377-en.html


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Volume 21, Issue 1 (9-2016) Back to browse issues page
مجله اندیشه آماری Andishe _ye Amari
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