ON THE CHARACTERIZATION OF A CLASS OF BINARY OPERATIONS ON DISTRIBUTION-FUNCTIONS

被引:140
作者
ALSINA, C
NELSEN, RB
SCHWEIZER, B
机构
[1] UNIV POLITECN CATALUNYA,DEPT MATEMAT & ESTADIST,BARCELONA,SPAIN
[2] LEWIS & CLARK COLL,DEPT MATH SCI,PORTLAND,OR 97219
[3] UNIV MASSACHUSETTS,DEPT MATH & STAT,AMHERST,MA 01003
关键词
COPULAS; MIXTURES;
D O I
10.1016/0167-7152(93)90001-Y
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We characterize the class of binary operations phi on distribution functions which are both induced pointwise, in the sense that the value of phi(F, G) at t is a function of F(t) and G(t) (e.g. mixtures), and derivable from functions on random variables (e.g. convolution).
引用
收藏
页码:85 / 89
页数:5
相关论文
共 3 条
  • [1] Alsina C., 1988, FDN PHYS LETT, V1, P171
  • [2] SCHWEIZER B, 1974, STUD MATH, V52, P43
  • [3] Schweizer B., 1983, PROBABILISTIC METRIC