On two extensions of the canonical Feller-Spitzer distribution

DOI10.1186/s40488-021-00113-4zbMath1475.62103OpenAlexW3133903589MaRDI QIDQ2040909

Vladimir V. Vinogradov, Richard B. Paris

Publication date: 14 July 2021

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-021-00113-4

zbMATH Keywords

Laplace transformhypergeometric functionskurtosisBessel functionsnatural exponential familyvariance functionexponential convergenceLévy measureskewnessmonotone densitypower tailcontinuous-time Bernoulli random walkFeller-Spitzer distributionLetac-Mora reciprocitystochastically monotone family

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Some definite integrals arising from selfdecomposable characteristic functions ⋮ Duality for real and multivariate exponential families

Uses Software

• DLMF

Cites Work

• Natural real exponential families with cubic variance functions
• The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes
• Testing for Stochastic Monotonicity
• On the convergence of stochastically monotone sequences of random variables and some applications
• Subexponentiality and infinite divisibility
• An Extension of an Inequality Involving Modified Bessel Functions
• Infinitely Divisible Distributions and Bessel Functions Associated with Random Walks
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