Accession Number : ADA140843

Title :   On the Representation of Probability Distributions as the Convolution of Symmetric and Completely Asymmetric Parts.

Descriptive Note : Technical rept.,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE STATISTICS CENTER

Personal Author(s) : Ellis,S P

PDF Url : ADA140843

Report Date : Mar 1984

Pagination or Media Count : 11

Abstract : Let F, G, and H be probability distributions on the line each having finite variance and suppose G is symmetric. F is completely asymmetric (c.as.) if the equation F = G*H implies G = delta sub 0, i.e. is degenerate. It's proven that F can always be written F = G*H where H is c.as., but this representation may not be unique. Examples of singular and absolutely continuous (with respect to Lebesgue measure) c.as. distributions are given. Some extensions of these ideas are mentioned. (Author)

Descriptors :   *Probability distribution functions, *Convolution, Symmetry, Asymmetry

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE