Accession Number:

AD0720799

Title:

On Extreme Stable Laws and Some Applications,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Report Date:

1971-02-01

Pagination or Media Count:

24.0

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

Subject Categories:

  • Statistics and Probability
  • Manufacturing and Industrial Engineering and Control of Production Systems

Distribution Statement:

APPROVED FOR PUBLIC RELEASE