The comedian COM(X, Y) of random variables X, Y is a median based robust alternative to the covariance of X of Y. For the bivariate normal case it is known that COM(X, Y ), standardized by the median absolute deviations of X and Y, is a symmetric, strictly increasing and continuous function of the c
A Note on the Linnik Distributions
β Scribed by Gwo Dong Lin
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 108 KB
- Volume
- 217
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
β¦ Synopsis
We prove that Linnik distributions are geometrically infinitely divisible, and clarify a characterization theorem for Linnik distributions concerning the stability of geometric summation. An explicit expression for absolute moments of Linnik distributions is also given.
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