Title:
|
Inverse distributions: the logarithmic case (English) |
Author:
|
Sacchetti, Dario |
Language:
|
English |
Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
ISSN:
|
0010-2628 (print) |
ISSN:
|
1213-7243 (online) |
Volume:
|
39 |
Issue:
|
4 |
Year:
|
1998 |
Pages:
|
785-795 |
. |
Category:
|
math |
. |
Summary:
|
In this paper it is proved that the distribution of the logarithmic series is not invertible while it is found to be invertible if corrected by a suitable affinity. The inverse distribution of the corrected logarithmic series is then derived. Moreover the asymptotic behaviour of the variance function of the logarithmic distribution is determined. It is also proved that the variance function of the inverse distribution of the corrected logarithmic distribution has a cubic asymptotic behaviour. (English) |
Keyword:
|
natural exponential family |
Keyword:
|
Laplace transform |
Keyword:
|
variance function |
MSC:
|
60E05 |
MSC:
|
60F05 |
MSC:
|
62E10 |
idZBL:
|
Zbl 1060.62504 |
idMR:
|
MR1715467 |
. |
Date available:
|
2009-01-08T18:48:41Z |
Last updated:
|
2012-04-30 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/119053 |
. |
Reference:
|
Barndorff-Nielsen O.: Information and exponential families in statistical inference.Wiley, New York, 1978. MR 0489333 |
Reference:
|
Dieudonné, J.: Infinitesimal Calculus.Houghton Mifflin, Boston, 1971. MR 0349286 |
Reference:
|
Fichtenholz G.M.: Functional Series.Gordon and Breach, Science Publishers, 1970. Zbl 0213.35001, MR 0463743 |
Reference:
|
Guest G.: Laplace Transform and an Introduction to Distributions.Ellis Horwood, 1991. MR 1287158 |
Reference:
|
Johnson N.L., Kotz S.: Discrete Distributions.Houghton Mifflin, Boston, 1969. Zbl 1092.62010, MR 0268996 |
Reference:
|
Jorgensen B., Martinez J.R., Tsao M.: Asymptotic behaviour of the variance function.Scand. J. Statist. 21 (1994), 223-243. MR 1292637 |
Reference:
|
Letac G.: La reciprocité des familles exponentielles naturelles sur $\Bbb R$.C.R. Acad. Sci. Paris 303 Ser. I2 (1986), 61-64. MR 0851270 |
Reference:
|
Letac G.: Lectures on natural exponential families and their variance functions.I.M.P.A., Rio de Janeiro, 1991. Zbl 0983.62501, MR 1182991 |
Reference:
|
Letac G., Mora M.: Natural real exponential families with cubic variance functions.Ann. Statist. 18 (1990), 1-37. Zbl 0714.62010, MR 1041384 |
Reference:
|
Mora M.: Classification de fonctions variance cubiques des familles exponentielles sur $\Bbb R$.C.R. Acad. Sci. Paris Sér I Math. 302 (1986), 587-590. MR 0844163 |
Reference:
|
Morris C.N.: Natural exponential families with quadratic variance functions.Ann. Statist. 10 (1982), 65-80. Zbl 0498.62015, MR 0642719 |
Reference:
|
Sacchetti D.: Inverse distribution: an example of non existence.Atti dell' Accademia delle Scienze Lettere ed Arti di Palermo, 1993. |
Reference:
|
Seshadri V.: The Inverse Gaussian distribution.Oxford University Press, Oxford, 1993. Zbl 0942.62011, MR 1306281 |
Reference:
|
Tweedie M.C.K.: Inverse statistical variates.Nature 155 (1945), 453. Zbl 0063.07892, MR 0011907 |
. |