论利维分布的几个特征

Q3 Mathematics
M. Ahsanullah, V. Nevzorov
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引用次数: 1

摘要

如果一个分布中两个独立的同分布随机变量的线性组合的分布属于同一分布,则我们称该分布为稳定分布。利维分布是稳定分布族中的一员。在本文中,我们将给出利维分布的一些基本性质和特征。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On Some Characterizations of the Levy Distribution
Abstract If the distribution of the linear combination of two independent and identically distributed random variables from a distribution belongs to the same distribution, then we call that distribution a stable distribution. The Levy distribution is a member of the family of stable distributions. In this paper, we will present some basic distributional properties and characterizations of the Levy distribution.
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来源期刊
Stochastics and Quality Control
Stochastics and Quality Control Mathematics-Discrete Mathematics and Combinatorics
CiteScore
1.10
自引率
0.00%
发文量
12
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