On a closure property of convolution equivalent class of distributions
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The authors of this paper consider the closure problem in the convolution equivalent class of distributions \(\mathcal{S}(\gamma)\), \(\gamma \geq 0\). They show that, if \(F,G \in \mathcal{L}(\gamma)\), then inclusions of \(F*G\), \(FG\), and \(pF+(1-p)G\) for all (some) \(p \in (0,1)\) into the class \(\mathcal{S}(\gamma)\) are equivalent. Also, they provide an example, which shows that \(pF+(1-p)G\) can be in \(\mathcal{S}(\gamma)\) even if \(F,G \notin \mathcal{S}(\gamma)\).
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Cited in
(20)- On class L, class G and compound distributions in reliability.
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- scientific article; zbMATH DE number 5952273 (Why is no real title available?)
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