On the stability of the bivariate geometric composed distribution's characterization

Authors: Nguyễn Hữu Bảo,

http://www.cs.ubbcluj.ro/~studia-m/2011-1/15-bao-final.pdf

Publisher, magazine: ,

Publication year: 2011

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Abstract

Let (Xj,Yj), j=1,2…, be nonnegative i.i.d random vectors and (N1,N2) be independent of (Xj,Yj), j=1,2,…, with bivariate geometric distribution. The vector (Z1=∑N1j=1Xj;Z2=∑N2j=1Yj) is called the Bivariate Geometric Composed vector. In [A. Kovat, Prov. of the 5th Pannonian Sym. on Math, Stat., Visegrad, Hungary (1985)], a characterization for the distribution function of this vector was shown. In this paper, we consider the stability of this characterization.

Tags: characterization; stability of characterization; composed random variables; geometric summation