
Accession Number : AD0720799
Title : On Extreme Stable Laws and Some Applications,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Eaton,Morris L. ; Morris,Carl ; Rubin,Herman
Report Date : FEB 1971
Pagination or Media Count : 24
Abstract : It is shown that the extreme stable laws have onesided momentgenerating functions with interesting mathematical forms. The fact that one of these forms, exp (cz log z), is a momentgenerating function is used to establish two interesting statistical results: first, that exp (r log r) 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. (Author)
Descriptors : (*STATISTICAL DISTRIBUTIONS, DISTRIBUTION FUNCTIONS), (*RELIABILITY, STATISTICAL DISTRIBUTIONS), STATISTICAL TESTS, ANALYTIC FUNCTIONS, STATISTICAL FUNCTIONS, RANDOM VARIABLES, THEOREMS
Subject Categories : Statistics and Probability
Mfg & Industrial Eng & Control of Product Sys
Distribution Statement : APPROVED FOR PUBLIC RELEASE