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Distribution of the sum of independent unity-truncated logarithmic series variables

Let X₁, X2, ••• , Xn be n independent and identically distributed random variables having the unity-truncated logarithmic series distribution with probability function given by f(x;0) = ᵅθX ⁄ x x ε T where α = [ -log(1-θ) -θ ] 0 < θ < 1, and T = {2,3,…,∞}. Define their sum as Z = X₁ + X2 + … + Xn . We derive here the distribution of Z, denoted by p(z;n,θ), using the inversion formula for characteristic functions, in an explicit form in terms of a linear combination of Stirling numbers of the first kind. A recurrence relation for the probability function p(z;n,θ) is obtained and is utilized to provide a short table of pCz;n,8) for certain values of n and θ. Furthermore, some properties of p(z;n,θ) are investigated following Patil and Wani [Sankhla, Series A, 27, (1965), 27l-280J.

Identiferoai:union.ndltd.org:pdx.edu/oai:pdxscholar.library.pdx.edu:open_access_etds-1729
Date01 May 1970
CreatorsWayland, Russell James
PublisherPDXScholar
Source SetsPortland State University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceDissertations and Theses

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