Skip to main content
Proceedings of the National Academy of Sciences of the United States of America logoLink to Proceedings of the National Academy of Sciences of the United States of America
. 1970 Apr;65(4):831–836. doi: 10.1073/pnas.65.4.831

Mixtures and Characteristic Functions*

Witold Klonecki 1,2
PMCID: PMC282990  PMID: 16591826

Abstract

Let g(u|c,y) = exp {yΣck(uk - 1)} with y > 0, Σk=0ck = 1,|u| < 1, and c standing for {ck}, be a probability generating function of a nonnegative integer-valued random variable. Let S be a distribution function on (0, ∞) non-degenerate at zero. The functions g and S determine another probability generating function, G(u|Sc) = ∫0 gdS(y). One of the results obtained asserts that, if the sequence c is finite and the characteristic function of S is entire, then G determines uniquely both S and c. The assertion does not hold if these conditions are not satisfied. Another group of results refers to properties of characteristic functions. Let P(z) be a polynomial of degree m and f(z|y) = exp- {yP(z)}. The theorem of Marcinkiewicz asserts that with m > 2 the function f cannot be a characteristic function. It is shown that, if the characteristic function of S is entire, then F(z) = ∫0 f(z|y)dS(y) can be characteristic function only if m ≤ 2. Again the assertion need not be true if the characteristic function of S is not entire.

Full text

PDF
831

Articles from Proceedings of the National Academy of Sciences of the United States of America are provided here courtesy of National Academy of Sciences

RESOURCES