Some Inferences on the Levy distribution

Some distributional properties of Levy distribution are presented. Limiting distributions of the extreme order statistics are given. Based on the distributional properties a characterization of the Levy distribution is shown.

Bibliographic Details
Main Authors: M. Ahsanullah, Valery B. Nevzorov
Format: Article
Language:English
Published: Atlantis Press 2014-09-01
Series:Journal of Statistical Theory and Applications (JSTA)
Online Access:https://www.atlantis-press.com/article/14337.pdf