Title

On Extreme Stable Laws and Some Applications

Creator

Eaton, Morris L..

Morris, Carl

Rubin, Herman

Date

1971

Identifier

AD0720799

AD0720799

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.

Date Issued

1971-02

Extent

24

Corporate Author

RAND Corporation

Corporate Report Number

R-551-PR

Contract

F44620-67-C-0045

DoD Project

Project RAND

Distribution Conflict

No

Access Rights

THIS DOCUMENT HAS BEEN APPROVED FOR PUBLIC RELEASE AND SALE; ITS DISTRIBUTION IS UNLIMITED.

Photo Quality

Not Needed

Distribution Classification

1

DTIC Record Exists

Yes

Report Availability

Full text available by request

Provenance

Borg-Warner

Type

report

Format

24 pages ; 28 cm.