On Extreme Stable Laws and Some Applications,
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1971
- Accession Number
- AD0720799
Entities
People
- Carl Morris
- Herman Rubin
- Morris L. Eaton
Organizations
- RAND Corporation