How Broad is the Class of Normal Scale Mixtures?
Efron, Bradley ; Olshen, Richard A.
Ann. Statist., Tome 6 (1978) no. 1, p. 1159-1164 / Harvested from Project Euclid
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We study the class of scale mixtures of normal distributions with mean zero. Given that the $\operatorname{cdf} F(x)$ of such a mixture is fixed at two points, say $F(x_1) = \alpha_1, F(x_2) = \alpha_2$, we answer the question of how widely $F(x_3)$ can vary at some third point $x_3$. A brief final section mentions extensions of our theorem.
Publié le : 1978-09-14
Classification:  Normal scale mixtures,  Tchebycheff systems,  62E10,  62G05 
@article{1176344318,
     author = {Efron, Bradley and Olshen, Richard A.},
     title = {How Broad is the Class of Normal Scale Mixtures?},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 1159-1164},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344318}
}

Efron, Bradley; Olshen, Richard A. How Broad is the Class of Normal Scale Mixtures?. Ann. Statist., Tome 6 (1978) no. 1, pp.  1159-1164. http://gdmltest.u-ga.fr/item/1176344318/