arXiv math/06041462006-04-06math.PRmath.STstat.TH

Semi-Selfdecomposable Laws in the Minimum Scheme

S Satheesh, E Sandhya

备注：: 7 pages, in .pdf, presented at the National Seminar on Stochastic Process Modeling, Distribution Theory and Order Statistics held at the Department of Statisitcs, University of Kerala, Trivandrum, India; submitted

英文摘要：

We discuss semi-selfdecomposable laws in the minimum scheme and characterize them using an autoregressive model. Semi-Pareto and semi-Weibull laws of Pillai (1991) are shown to be semi-selfdecomposable in this scheme. Methods for deriving this class of laws are then attempted from the angle of randomization. Finally, discrete analogues of these results are also considered.

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