On two extensions of the canonical Feller-Spitzer distribution

DOI10.1186/S40488-021-00113-4MaRDI QIDQ2040909zbMATH OpenOpenAlexFDO

Authors Vladimir Vinogradov, Richard B. Paris

Publication date 14 July 2021

Published in Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s40488-021-00113-4

zbMATH Keywords

Laplace transformkurtosisskewnesshypergeometric functionsBessel functionsexponential convergencenatural exponential familyvariance functionmonotone densitypower tailcontinuous-time Bernoulli random walkFeller-Spitzer distributionLetac-Mora reciprocitystochastically monotone familyLévy measure

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(3)

• Some definite integrals arising from selfdecomposable characteristic functions
• Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
• Duality for real and multivariate exponential families

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