On extreme stable laws and some applications
- 1 December 1971
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (4) , 794-801
- https://doi.org/10.2307/3212242
Abstract
Summary: It is shown that the extreme stable laws have one-sided moment generating functions with interesting mathematical forms. The fact that one of these forms, zcz, is a moment generating function is used to establish two interesting statistical results; first, that rr is a moment sequence for a density with decreasing failure rate, and secondly, that the likelihood ratio test for testing a simple null hypothesis in a multinomial distribution is admissible and Bayes.Keywords
This publication has 1 reference indexed in Scilit:
- Properties of Probability Distributions with Monotone Hazard RateThe Annals of Mathematical Statistics, 1963