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Mixture representations of noncentral distributions
- Publication Year :
- 2022
-
Abstract
- With any symmetric distribution $\mu$ on the real line we may associate a parametric family of noncentral distributions as the distributions of $(X+\delta)^2$, $\delta\not=0$, where $X$ is a random variable with distribution $\mu$. The classical case arises if $\mu$ is the standard normal distribution, leading to the noncentral chi-squared distributions. It is well-known that these may be written as Poisson mixtures of the central chi-squared distributions with odd degrees of freedom. We obtain such mixture representations for the logistic distribution and for the hyperbolic secant distribution. We also derive alternative representations for chi-squared distributions and relate these to representations of the Poisson family. While such questions originated in parametric statistics they also appear in the context of the generalized second Ray-Knight theorem, which connects Gaussian processes and local times of Markov processes.
- Subjects :
- Statistics and Probability
021103 operations research
Probability (math.PR)
Mathematical analysis
0211 other engineering and technologies
Mathematics - Statistics Theory
Statistics Theory (math.ST)
02 engineering and technology
01 natural sciences
Symmetric probability distribution
010104 statistics & probability
Primary 62E10, secondary 60E05
FOS: Mathematics
Mixture distribution
0101 mathematics
Parametric family
Random variable
Real line
Mathematics - Probability
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....f0840b27e3525daba21d0e58a21973ab