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Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2022-05-05 , DOI: 10.1137/s0040585x97t990782
Z. J. Jurek

Theory of Probability &Its Applications, Volume 67, Issue 1, Page 105-117, May 2022.
We identify the background driving distribution functions (BDDF) for self-decomposable distributions (random variables). For log-gamma variables and their background driving variables, we find their series representations. An innovation variable for Bessel-K distribution is given as a compound Poisson variable.


中文翻译:

对数伽玛自分解随机变量的背景驱动分布函数和级数表示

概率理论及其应用,第 67 卷,第 1 期,第 105-117 页,2022 年 5 月。
我们确定了自分解分布(随机变量)的背景驱动分布函数 (BDDF)。对于 log-gamma 变量及其背景驱动变量,我们找到了它们的序列表示。Bessel-K 分布的创新变量以复合泊松变量的形式给出。
更新日期:2022-05-06
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