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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