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Mixtures and Characteristic Functions*

  • Witold Klonecki
Publication Date
Apr 01, 1970
  • Mathematics


Let g(u|c,y) = exp {yΣck(uk - 1)} with y > 0, Σk=0∞ck = 1,|u| < 1, and c standing for {ck}, be a probability generating function of a nonnegative integer-valued random variable. Let S be a distribution function on (0, ∞) non-degenerate at zero. The functions g and S determine another probability generating function, G(u|Sc) = ∫0∞ gdS(y). One of the results obtained asserts that, if the sequence c is finite and the characteristic function of S is entire, then G determines uniquely both S and c. The assertion does not hold if these conditions are not satisfied. Another group of results refers to properties of characteristic functions. Let P(z) be a polynomial of degree m and f(z|y) = exp- {yP(z)}. The theorem of Marcinkiewicz asserts that with m > 2 the function f cannot be a characteristic function. It is shown that, if the characteristic function of S is entire, then F(z) = ∫0∞ f(z|y)dS(y) can be characteristic function only if m ≤ 2. Again the assertion need not be true if the characteristic function of S is not entire.

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