On Some Characterizations of the Levy Distribution

Ahsanullah Mohammad () and Nevzorov V. B. ()
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Ahsanullah Mohammad: Rider University, Lawrenceville, New Jersey, USA
Nevzorov V. B.: Sankt Peterburg State University, Sankt Petersburg, Russia

Stochastics and Quality Control, 2019, vol. 34, issue 1, 53-57

Abstract: If the distribution of the linear combination of two independent and identically distributed random variables from a distribution belongs to the same distribution, then we call that distribution a stable distribution. The Levy distribution is a member of the family of stable distributions. In this paper, we will present some basic distributional properties and characterizations of the Levy distribution.

Keywords: Characterizations; Negative Moments; Identical Distributions (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:ecqcon:v:34:y:2019:i:1:p:53-57:n:4

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DOI: 10.1515/eqc-2018-0031

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