Let Y~ have a Linnik distribution, given by the characteristic function ~O(t)= (1 + [t]~) -t . We extend the result of Kotz and Ostrovskii (1996) and show that Y~ admits two different representations, where 0 < ~ < c~' ~< 2 and W has a "skewed" Cauchy distribution and is independent of a Linnik rand
The modified mixture of distributions model: a revisit
β Scribed by Wai Mun Fong; Wing Keung Wong
- Publisher
- Springer
- Year
- 2005
- Tongue
- English
- Weight
- 364 KB
- Volume
- 2
- Category
- Article
- ISSN
- 1614-2446
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