Author:
Ahsanullah Mohammad,Nevzorov V. B.
Abstract
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.
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Safety, Risk, Reliability and Quality,Statistics and Probability
Cited by
2 articles.
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