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A characterization of gamma mixtures of stable laws motivated by limit theorems

 

作者: A.G. Pakes,  

 

期刊: Statistica Neerlandica  (WILEY Available online 1992)
卷期: Volume 46, issue 2‐3  

页码: 209-218

 

ISSN:0039-0402

 

年代: 1992

 

DOI:10.1111/j.1467-9574.1992.tb01338.x

 

出版商: Blackwell Publishing Ltd

 

关键词: distribution theory;characterization;stable laws;mixtures

 

数据来源: WILEY

 

摘要:

This pape; is concerned with distributional solutions of X1+…+ Xmd= U(X1+…+ Xm+n) where the X's are iid and independent ofUwhich takes values in [0,1]. WhenUis a constant the only possible non‐trivial solutions lie in the class of semi‐stable laws, and they are stable under a simple regularity condition. This material is reviewed. A unified account is given of some results known for the case whereUhas a beta (α, 1) law, apparently the only other case allowing explicit identification of all possible s

 

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