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On Univariate Slash Distributions, Continuous and Discrete

Jones, M. C. (2019). On Univariate Slash Distributions, Continuous and Discrete. Annals of the Institute of Statistical Mathematics (Early Access).

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In this article, I explore in a unified manner the structure of uniform slash and α-slash distributions which, in the continuous case, are defined to be the distributions of Y/U and Yα/U1/α where Y and Yα follow any distribution on ℝ+ and, independently, U is uniform on (0, 1). The parallels with the monotone and α-monotone distributions of Y × U and Yα × U1/α, respectively, are striking. I also introduce discrete uniform slash and α-slash distributions which arise from a notion of negative binomial thinning/fattening. Their specification, although apparently rather different from the continuous case, seems to be a good one because of the close way in which their properties mimic those of the continuous case.

Item Type: Journal Item
ISSN: 1572-9052
Keywords: Binomial thinning; Monotone density; Negative binomial fattening; Uniform random variable
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 58688
Depositing User: M. C. Jones
Date Deposited: 21 Jan 2019 11:23
Last Modified: 17 Nov 2019 21:54
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