On the self-decomposability of the half-Cauchy distribution (Q1269628): Difference between revisions
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Revision as of 18:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the self-decomposability of the half-Cauchy distribution |
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On the self-decomposability of the half-Cauchy distribution (English)
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10 May 1999
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The half-Cauchy distribution function \(F(x)\) is determined as follows: \(F(x)=0\) for \(x<0\) and \(F'(x)=2[\pi(1+x^2)]^{-1}\) for \(x\geq 0\). It is shown that this distribution is self-decomposable, that is for any \(0<c<1\) there exists a distribution function \(G_c(x)\) such that \(F(x)\) is equal to the convolution of \(F(x/c)\) and \(G_c(x)\).
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self-decomposability of half-Cauchy distribution
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