Stat 205 B : Probability Theory ( Spring 2003 ) Lecture : 26 Levy Process and Infinitely Divisible
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چکیده
منابع مشابه
Modeling of Infinite Divisible Distributions Using Invariant and Equivariant Functions
Basu’s theorem is one of the most elegant results of classical statistics. Succinctly put, the theorem says: if T is a complete sufficient statistic for a family of probability measures, and V is an ancillary statistic, then T and V are independent. A very novel application of Basu’s theorem appears recently in proving the infinite divisibility of certain statistics. In addition ...
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