Some Inferences on the Levy distribution

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
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spelling doaj-e717d7ff36c045b1b7729b987a7717a82020-11-25T00:19:14ZengAtlantis PressJournal of Statistical Theory and Applications (JSTA)1538-78872014-09-0113310.2991/jsta.2014.13.3.2Some Inferences on the Levy distributionM. AhsanullahValery B. NevzorovSome 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.https://www.atlantis-press.com/article/14337.pdf
collection DOAJ
language English
format Article
sources DOAJ
author M. Ahsanullah
Valery B. Nevzorov
spellingShingle M. Ahsanullah
Valery B. Nevzorov
Some Inferences on the Levy distribution
Journal of Statistical Theory and Applications (JSTA)
author_facet M. Ahsanullah
Valery B. Nevzorov
author_sort M. Ahsanullah
title Some Inferences on the Levy distribution
title_short Some Inferences on the Levy distribution
title_full Some Inferences on the Levy distribution
title_fullStr Some Inferences on the Levy distribution
title_full_unstemmed Some Inferences on the Levy distribution
title_sort some inferences on the levy distribution
publisher Atlantis Press
series Journal of Statistical Theory and Applications (JSTA)
issn 1538-7887
publishDate 2014-09-01
description 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.
url https://www.atlantis-press.com/article/14337.pdf
work_keys_str_mv AT mahsanullah someinferencesonthelevydistribution
AT valerybnevzorov someinferencesonthelevydistribution
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