About analogues of multiplication theorems for some families of distributions

Abstract

In this paper, the definitions of generalized Student’s distributions are extended to a wider set of parameters of these distributions and multiplication theorems are given that allow the generalized Student’s and Lomax’s distributions to be represented as scale mixtures of the same distributions but with larger parameters. A similar result is obtained for beta distributions. Analogs of multiplication theorems are obtained for the classical Student’s and Lomax’s distributions as corollaries; in particular, it is shown that the Student’s distribution can be represented as a scale mixture of the Student’s distribution with a large number of degrees of freedom. A representation of strictly stable distributions concentrated on the positive semiaxis is also obtained as scale mixtures of a special distribution that is not stable. This alternative representation complements the multiplication theorem for such strictly stable laws.