On Some Characterizations of the Levy Distribution
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Mohammad Ahsanullah
und
V. B. Nevzorov
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.
References
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Artikel in diesem Heft
- Frontmatter
- Notes on Cumulative Entropy as a Risk Measure
- Comparing Short and Long-Memory Charts to Monitor the Traffic Intensity of Single Server Queues
- Optimal Control of a Dispatchable Energy Source for Wind Energy Management
- Bounded M-O Extended Exponential Distribution with Applications
- On Some Characterizations of the Levy Distribution
Artikel in diesem Heft
- Frontmatter
- Notes on Cumulative Entropy as a Risk Measure
- Comparing Short and Long-Memory Charts to Monitor the Traffic Intensity of Single Server Queues
- Optimal Control of a Dispatchable Energy Source for Wind Energy Management
- Bounded M-O Extended Exponential Distribution with Applications
- On Some Characterizations of the Levy Distribution
