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On the unimodality of power transformations of positive stable densities

โœ Scribed by Thomas Simon


Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
141 KB
Volume
285
Category
Article
ISSN
0025-584X

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โœฆ Synopsis


Abstract

Let Z~ฮฑ~ be a positive ฮฑโ€stable random variable and \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$r\in {\mathbb {R}}.$\end{document} We show the existence of an unbounded open domain D in [1/2, 1] ร— ( โˆ’ โˆž, โˆ’1/2] with a cusp at (1/2, โˆ’1/2), characterized by the complete monotonicity of the function \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$F_{\alpha ,r}(\lambda ) = (\alpha \lambda ^\alpha -r)e^{-\lambda ^\alpha }!! ,$\end{document} such that \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$Z_\alpha ^r$\end{document} is unimodal if and only if (ฮฑ, r)โˆ‰D.


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