The generalized logarithmic series distribution (Q910802): Difference between revisions
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Revision as of 01:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized logarithmic series distribution |
scientific article |
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The generalized logarithmic series distribution (English)
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1990
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The generalized logarithmic series distribution (GLSD) can asymptotically be considered as a discretized version of the inverse Gaussian distribution. It is shown that its zero centered version \(GLSD_ 0\) is strictly logconvex and infinitely divisible. Using a result on discrete convolution equivalent distributions the asymptotic behaviour of the Lévy measure of the \(GLSD_ 0\) is derived. Finally, an application to risk theory is given.
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generalized logarithmic series distribution
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inverse Gaussian distribution
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infinitely divisible
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asymptotic behaviour of the Lévy measure
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risk theory
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