DOI

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 languageEnglish
Pages (from-to)53-57
Number of pages5
JournalStochastics and Quality Control
Volume34
Issue number1
DOIs
StatePublished - 1 Jun 2019

    Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics
  • Discrete Mathematics and Combinatorics
  • Statistics and Probability

    Research areas

  • Characterizations, Identical Distributions, Negative Moments

ID: 86609027