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 one-sided moment-generating functions with interesting mathematical forms. The fact that one of these forms, exp (cz log z), is a moment-generating 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