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On mixture representation of the Linnik density

Part of: Distribution theory - Probability

Published online by Cambridge University Press:  09 April 2009

Burak Erdoğan  and
I. V. Ostrovskii
I. V. Ostrovskii
Affiliation:
Department of Mathematics Bilkent Universtiy06533 Bilkent AnkaraTurkey e-mail: erdogen@fen.bilkent.edu.tr e-mail: iossif@fen.bilkent.edu.tr.
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Abstract

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Let pα,θ be the Linnik density, that is, the probability density with the characteristic function . The following problem is studied: Let (α θ), (β, ϑ) be two point of PD. When is it possible to represent β,ϑ as a scale mixture of pαθ? A subset of the admissible pairs (α, θ), (β, ϑ) is described.

MSC classification

Secondary: 60E10: Characteristic functions; other transforms 60E05: Distributions

Information

Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 64 , Issue 3 , June 1998 , pp. 317 - 326
Copyright
Copyright © Australian Mathematical Society 1998

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