کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9506727 | 1340756 | 2005 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Method for constructing Stieltjes classes for M-indeterminate probability distributions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Method for constructing Stieltjes classes for M-indeterminate probability distributions Method for constructing Stieltjes classes for M-indeterminate probability distributions](/preview/png/9506727.png)
چکیده انگلیسی
Let F be a distribution function with density f, finite moments of any positive integer order and such that the problem of moments for F has a nonunique solution (F is M-indeterminate). We are looking for explicit Stieltjes classesS = {fε = f[1 + εh], ε â [â1, 1]} of distributions (here in terms of their densities) all sharing the same moments as those of F. We suggest a general method for constructing such classes. Then we apply our method to describe the M-indeterminacy of power transformations of popular distributions such as lognormal, inverse Gaussian and logistic. The Stieltjes classes presented here are new. We also find numerical values of the index of dissimilarity for some particular cases.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 165, Issue 3, 27 June 2005, Pages 669-685
Journal: Applied Mathematics and Computation - Volume 165, Issue 3, 27 June 2005, Pages 669-685
نویسندگان
Jordan Stoyanov, Leonid Tolmatz,