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June 1, 1969The Annals of Mathematical Statistics22 citationsOpen Access

Note on Completely Monotone Densities

FSF. W. Steutel

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Abstract

In 2 it is proved that mixtures of exponential distributions are infinitely divisible (id). In 3 it is proved that the same holds for the discrete analogue, i. e. for mixtures of geometric distributions. In this note we show that these results imply that a density function f (x) (or distribution \pₙ\ on the integers) is id if the function f (x) (or the sequence \pₙ\ is completely monotone (cm). For the definition and properties of cm functions and sequences we refer to 1.

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F. W. Steutel (1969) studied this question.

synapsesocial.com/papers/6a1fd458eea2c6885e117c1dhttps://doi.org/10.1214/aoms/1177697626
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