A NOTE ON LINNIK DISTRIBUTION

被引：64

作者：

DEVROYE, L

机构：

[1] School of Computer Science, McGill University, Montreal

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 04期

关键词：

Linnik's distribution; properties of distributions; random variate generation; symmetric stable distribution; unimodality;

D O I：

10.1016/0167-7152(90)90136-U

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

We provide a short proof of the validity and unimodality of Linnik's characteristic function 1/(1 + | t |α), 0 < α ≤ 2, by noting that it corresponds to the distribution of SαV 1 α, where Sα is a symmetric stable random variable with parameter α, and V is an independent exponential random variable. © 1990.

引用

页码：305 / 306

页数：2

共 10 条

[1]

[Anonymous], 1959, THEOR PROBAB APPL+

[2]

METHOD FOR SIMULATING STABLE RANDOM-VARIABLES [J].