Distributions of class L[alpha]

Z. D. Bai and Y. Q. Yin

Journal of Multivariate Analysis, 1984, vol. 14, issue 3, 285-299

Abstract: L[alpha] (0 [less, double equals] [alpha] [less, double equals] 1) is a class of infinitely divisible distributions defined by restricting the measure in the Lévy-Khinchin formula to a special form. When [alpha] = 1, L[alpha] is just the classical class L. Several properties for L[alpha] classes, which are similar to the most important properties for the class L, are established. Also, a conjecture of Wolfe about unimodality of some L[alpha] distributions is disproved by giving a counterexample.

Keywords: Infinitely; divisible; distribution; class; L; Unimodality; class; L[alpha] (search for similar items in EconPapers)
Date: 1984
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