On two extensions of the canonical Feller-Spitzer distribution

DOI10.1186/S40488-021-00113-4zbMATH Open1475.62103OpenAlexW3133903589MaRDI QIDQ2040909FDOQ2040909

Authors: Vladimir Vinogradov, Richard B. Paris 

Publication date: 14 July 2021

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

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

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zbMATH Keywords

Laplace transformkurtosisskewnesshypergeometric functionsBessel functionsexponential convergence[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+measure&go=Go L��vy measure]natural exponential familyvariance functionmonotone densitypower tailcontinuous-time Bernoulli random walkFeller-Spitzer distributionLetac-Mora reciprocitystochastically monotone family

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)

Cites Work

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• Infinitely Divisible Distributions and Bessel Functions Associated with Random Walks
• On the convergence of stochastically monotone sequences of random variables and some applications

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

Uses Software

• Digital Library of Mathematical Functions

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