A counterexample to a claim concerning the convolution of multimodal distributions |
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| Authors: | Jeffrey D Hart |
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| Institution: | 1. Department of Statistics , Texas A&2. M University , College Station, TX, 77843 |
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| Abstract: | P. Ghosh (1981) has claimed that the convolution of two symmetric multimodal distributions is symmetric and unimodal. A simple counterexample to this claim is constructed by considering the convolution f?f, where f is an appropriate mixture of two normal densities. |
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| Keywords: | Lehmann–Scheffé's theorem exponential family loss of information |
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