On discrete α-unimodality

被引:1
|
作者
Aly, EEAA
Bouzar, N
机构
[1] Kuwait Univ, Dept Stat & OR, Safat 13060, Kuwait
[2] Univ Indianapolis, Dept Math, Indianapolis, IN 46227 USA
关键词
lattice distribution; semigroup; monotonicity; generating function; mixture; convolution; variance bounds;
D O I
10.1007/BF02517805
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A continuous composition semigroup of probability generating functions F := (F-t, t greater than or equal to 0) and the corresponding multiplication OF of van Harn et al. (1982, Z. Wahrsch. Verw. Gebiete, 61, 97-118) are used to introduce the concept of [F; alpha]-unimodality which generalizes the discrete alpha-unimodality due to Abouammoh (1987, Statist. Neerlandica, 41, 239-244) and Alamatsaz (1993, Statist. Neerlandica, 47, 245-252). We offer various characterizations and other properties of [F;alpha]-unimodality. Notably, several convolution results are presented. Moreover, we explore the relationship between [F;alpha]-unimodality and the concepts of discrete self-decomposability and stability. Finally, lower bounds for variances of [F; alpha]-monotone and [F; alpha]-unimodal random variables are derived and some examples are also mentioned.
引用
收藏
页码:523 / 535
页数:13
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