Distribution functions invariant under residual-lifetime and length-biased sampling
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For 0<q<1 the class, F q , of all d.f.'s satisfying (*) has been recently characterized and shown to include infinitely many d.f.'s. By explicitly exhibiting all the extreme points of F q , we recharacterize F q as the convex hull of its extreme points and use this characterization to show that for q close to one the d.f. solution to (*) is “nearly unique.” For example, if q>0.8 then all the infinitely many d.f.'s in F q agree to more than 15 decimal places.
The class, G q , of all d.f. solutions to (**) is studied here, apparently for the first time, and shown to be in a one-to-one correspondence with F q ; symbolically, 1−F q (x) is the Laplace transform of G q (qx). For 0<q<1, we characterize Gq as the convex hull of its extreme points and obtain results analogous to those for F q . For q>1 we give a simple argument to show that neither (**) nor (*) has a d.f. solution. We present a complete, self-contained, unified treatment of the two dual families, G q and F q , and discuss previously known results.
A further application of the theory to graphical comparisons of two samples (Q-Q plots) is described.
KeywordsDistribution Function Hull Stochastic Process Probability Theory Convex Hull
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