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ISO* Property of Two-Parameter Compound Poisson Distributions with Applications

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  • Ma, Chunsheng

Abstract

The ISO* property of noncentrality parameters is derived for the expected value of an ISO* function of independent nonnegative two-parameter compound Poisson random variables and is then applied to unbiasedness of tests and monotonicity of power functions of tests in an order-restricted hypothesis testing problem for the noncentrality parameter. The ISO* property and the Schur convexity are also studied for a class of two-parameter distributions which has the additive property (i.e., is closed under convolution) and contains the one-parameter family with the semigroup property as a special case.

Suggested Citation

  • Ma, Chunsheng, 2000. "ISO* Property of Two-Parameter Compound Poisson Distributions with Applications," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 279-294, November.
    • Handle: RePEc:eee:jmvana:v:75:y:2000:i:2:p:279-294
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    References listed on IDEAS

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