On Some Characterizations of the Levy Distribution

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On Some Characterizations of the Levy Distribution. / Ahsanullah, Mohammad; Nevzorov, V. B.

In: Stochastics and Quality Control, Vol. 34, No. 1, 01.06.2019, p. 53-57.

Research output: Contribution to journal › Article › peer-review

Author

Ahsanullah, Mohammad ; Nevzorov, V. B. / On Some Characterizations of the Levy Distribution. In: Stochastics and Quality Control. 2019 ; Vol. 34, No. 1. pp. 53-57.

BibTeX

@article{7c0f07e3aa18495fa2dc6434e9c89181,

title = "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.",

keywords = "Characterizations, Identical Distributions, Negative Moments",

author = "Mohammad Ahsanullah and Nevzorov, {V. B.}",

note = "Publisher Copyright: {\textcopyright} 2019 Walter de Gruyter GmbH, Berlin/Boston.",

year = "2019",

month = jun,

day = "1",

doi = "10.1515/eqc-2018-0031",

language = "English",

volume = "34",

pages = "53--57",

journal = "Stochastics and Quality Control",

issn = "2367-2390",

publisher = "De Gruyter",

number = "1",

}

RIS

TY - JOUR

T1 - On Some Characterizations of the Levy Distribution

AU - Ahsanullah, Mohammad

AU - Nevzorov, V. B.

PY - 2019/6/1

Y1 - 2019/6/1

N2 - 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.

AB - 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.

KW - Characterizations

KW - Identical Distributions

KW - Negative Moments

UR - http://www.scopus.com/inward/record.url?scp=85063106708&partnerID=8YFLogxK

U2 - 10.1515/eqc-2018-0031

DO - 10.1515/eqc-2018-0031

M3 - Article

AN - SCOPUS:85063106708

VL - 34

SP - 53

EP - 57

JO - Stochastics and Quality Control

JF - Stochastics and Quality Control

SN - 2367-2390

IS - 1

ER -

ID: 86609027