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

页码：391 / 405

页数：15

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