✦ LIBER ✦
ISO* Property of Two-Parameter Compound Poisson Distributions with Applications
✍ Scribed by Chunsheng Ma
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 151 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
The ISO* property of noncentrality parameters is derived for the expected value of an ISO* function of independent nonnegative two-parameter compound Poisson random variables and is then applied to unbiasedness of tests and monotonicity of power functions of tests in an order-restricted hypothesis testing problem for the noncentrality parameter. The ISO* property and the Schur convexity are also studied for a class of two-parameter distributions which has the additive property (i.e., is closed under convolution) and contains the one-parameter family with the semigroup property as a special case.