The preservation of classes of discrete distributions under convolution and mixing

被引：4
作者：
Pavlova, KP [1 ]
Cai, J
Willmot, GE
机构：
[1] Univ Western Ontario, Dept Stat & Actuarial Sci, London, ON N6A 5B7, Canada
[2] Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 38卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
counting random variable; discrete distribution; convolution; mixing; discrete equilibrium distribution; zero-truncated discrete distribution; discrete hazard rate; discrete failure rate; discrete mean residual lifetime; inclusion; preservation;
D O I：
10.1016/j.insmatheco.2005.10.001
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper we consider some widely utilized classes of discrete distributions and aim to provide a systematic overview about their preservation under convolution and mixing. Moreover, inclusion properties among these classes are discussed. This paper will serve as a detailed reference for the study and applications of the preservation of the classes of discrete distributions. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：391 / 405
页数：15
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