On the self-decomposability of the half-Cauchy distribution
type: Item
instance of: scholarly article
title: On the self-decomposability of the half-Cauchy distribution
zbMATH Open document ID: 0912.60031
author: Alassane Diédhiou
published in: Journal of Mathematical Analysis and Applications
publication date: 1999-05-10T00:00:00Z
review text: The half-Cauchy distribution function \(F(x)\) is determined as follows: \(F(x)=0\) for \(x<0\) and \(F'(x)=2[\pi(1+x^2)]^{-1}\) for \(x\geq 0\). It is shown that this distribution is self-decomposable, that is for any \(0<c<1\) there exists a distribution function \(G_c(x)\) such that \(F(x)\) is equal to the convolution of \(F(x/c)\) and \(G_c(x)\).
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 1215708
zbMATH Keywords: self-decomposability of half-Cauchy distribution
reviewed by: Alexander Ulanovskii
MaRDI profile type: Publication
full work available at URL: jmaa.1997.5790
OpenAlex ID: W1993430190
cites work: On the infinite divisibility of the half-Cauchy and other decreasing densities and probability functions on the nonnegative line
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cites work: Some recent results in infinite divisibility
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DOI: 10.1006/JMAA.1997.5790
description: scientific article; zbMATH DE number 1215708