With any symmetric distribution $\mu$ on the real line we may associate a parametric family of noncentral distributions as the distributions of $(X+\delta)^2$, $\delta\not=0$, where $X$ is a random variable with distribution $\mu$. The classical case arises if $\mu$ is the standard normal distribution, leading to the noncentral chi-squared distributions. It is well-known that these may be written as Poisson mixtures of the central chi-squared distributions with odd degrees of freedom. We obtain such mixture representations for the logistic distribution and for the hyperbolic secant distribution. We also derive alternative representations for chi-squared distributions and relate these to representations of the Poisson family. While such questions originated in parametric statistics they also appear in the context of the generalized second Ray-Knight theorem, which connects Gaussian processes and local times of Markov processes.
翻译:在实际线上的任何对称分配 $\ mu$,我们可以将非中央分配的参数组结合为 $(X ⁇ delta) $2$, $delta\not=0美元, 美元是分配的随机变量 $\ mu$。如果美元是标准的正常分配, 导致非中央的鸡皮质分布, 则出现古典案例。 众所周知, 这些问题可以写成中央的鸡皮松混合物, 以奇异的自由度分布。 我们在物流分配和双曲分配中得到了这种混合表示。 我们还为“ 鸡皮松” 分配提出替代表示, 并将这些问题与Poisson 家族的表示联系起来。 这些问题也来自典型的参数统计, 这些问题也出现在普遍的第二次Ray- Knight Theorem 中, 它将Gaussian 过程和 Markov 过程的当地时间联系起来 。