Research output: Contribution to journal › Article › peer-review
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.
Original language | English |
---|---|
Pages (from-to) | 53-57 |
Number of pages | 5 |
Journal | Stochastics and Quality Control |
Volume | 34 |
Issue number | 1 |
DOIs | |
State | Published - 1 Jun 2019 |
ID: 86609027