The study of a function relating to stable distributions

D. J. Buckle

Statistics & Probability Letters, 1994, vol. 20, issue 2, 85-90

Abstract: There is a particular trigonometric based function that has been frequently used in the literature involving stable distributions, but often without proofs of its required properties being provided. We analyse this function and produce proofs of a number of its most important properties.

Keywords: Stable; distribution; Defined; Continuous; Strictly; monotonic; 1-1; transformation (search for similar items in EconPapers)
Date: 1994
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