THE STUDY OF A FUNCTION RELATING TO STABLE-DISTRIBUTIONS

被引：13

作者：

BUCKLE, DJ

机构：

[1] Department of Mathematics, Imperial College, London

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 20卷 / 02期

关键词：

STABLE DISTRIBUTION; DEFINED; CONTINUOUS; STRICTLY MONOTONIC; 1-1; TRANSFORMATION;

D O I：

10.1016/0167-7152(94)90022-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

There is a particular trigonometric based function that has been frequently used in the literature involving stable distributions, but often without proofs of its required properties being provided. We analyse this function and produce proofs of a number of its most important properties.

引用

页码：85 / 90

页数：6