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Beta Transformation. Beta Type Self-Decomposability And Related Characterizations

  • Boyan N. Dimitrov
  • , Nikolai Kolev
  • University of São Paulo

Research output: Contribution to journalArticlepeer-review

Abstract

A new specific transformation of non-negative integer valued random variables is introduced, and its properties are studied. An extended version of the discrete self-decomposability is defined and related characterizations of the geometric and negative binomial distributions are obtained. Applications of the proposed parameterization to the search of a model which better fits frequency data are illustrated with an example.

Original languageAmerican English
JournalBrazilian Journal of Probability and Statistics
Volume14
StatePublished - Jan 1 2000

Keywords

  • Characterization of geometric and negative binomial distributions
  • estimation
  • parameterization of discrete distributions
  • self-decomposability

Disciplines

  • Mathematics

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