A random variable that does not belong to a domain of attraction, but its absolute value does

Grabchak, M.

Angol nyelvű Tudományos Szakcikk (Folyóiratcikk)
Megjelent: MATHEMATICAL SCIENTIST 0312-3685 1475-6080 43 (1) pp. 56-59 2018
  • SJR Scopus - Materials Science (miscellaneous): Q4
Azonosítók
In this paper we give an example of a distribution vα, which does not belong to the domain of attraction of any stable distribution. However, if X has distribution vα, then the distribution of | X | belongs to the domain of attraction of an α-stable distribution. The distribution has a simple structure, and may be useful for pedagogical purposes. © Applied Probability Trust 2018.
Hivatkozás stílusok: IEEEACMAPAChicagoHarvardCSLMásolásNyomtatás
2020-09-19 11:05