On Determining an Infinitely Divisible Distribution Function by Its Values on a Half-Line

1978 ◽  
Vol 22 (2) ◽  
pp. 384-390 ◽  
Author(s):  
I. A. Ibragimov
Keyword(s):  
Distribution Function ◽  
Divisible Distribution ◽  
Half Line ◽  
Infinitely Divisible Distribution ◽  
Infinitely Divisible

Max-infinite divisibility and multivariate total positivity

1994 ◽  
Vol 31 (3) ◽  
pp. 721-730 ◽  
Author(s):  
Abdulhamid A. Alzaid ◽  
Frank Proschan
Keyword(s):  
Distribution Function ◽  
Total Positivity ◽  
Positive Function ◽  
Infinite Divisibility ◽  
Divisible Distribution ◽  
Infinitely Divisible Distribution ◽  
Infinitely Divisible ◽  
Positive Dependence ◽  
Totally Positive

The concept of max-infinite divisibility is viewed as a positive dependence concept. It is shown that every max-infinitely divisible distribution function is a multivariate totally positive function of order 2 (MTP2). Inequalities are derived, with emphasis on exchangeable distributions. Applications and examples are given throughout the paper.

Max-infinite divisibility and multivariate total positivity

1994 ◽  
Vol 31 (03) ◽  
pp. 721-730 ◽  
Author(s):  
Abdulhamid A. Alzaid ◽  
Frank Proschan
Keyword(s):  
Distribution Function ◽  
Total Positivity ◽  
Positive Function ◽  
Infinite Divisibility ◽  
Divisible Distribution ◽  
Infinitely Divisible Distribution ◽  
Infinitely Divisible ◽  
Positive Dependence ◽  
Totally Positive

The concept of max-infinite divisibility is viewed as a positive dependence concept. It is shown that every max-infinitely divisible distribution function is a multivariate totally positive function of order 2 (MTP2). Inequalities are derived, with emphasis on exchangeable distributions. Applications and examples are given throughout the paper.

scholarly journals On the Infinitely Divisible of Meixner Distribution

2018 ◽  
Vol 3 (4) ◽  
pp. 147
Author(s):  
Dodi Devianto ◽  
Jayanti Herli ◽  
Maiyastri Maiyastri ◽  
Rahma Diana Safitri
Keyword(s):  
Characteristic Function ◽  
Lévy Process ◽  
Goodness Of Fit ◽  
Divisible Distribution ◽  
Levy Process ◽  
Financial Data ◽  
Infinitely Divisible Distribution ◽  
Goodness Of Fit Test ◽  
Infinitely Divisible

The log-returns of most financial data show a significant leptokurtosis. For the better fit we showed a special levy process which is called the Meixner process. The Meixner distribution belongs to the class of infinitely divisible distribution chracterized by using characteristic function and it was proposed as a model for represented efficiently of the log-returns of financial data. The perfect fit of underlying Meixner distribution performing by using goodness of fit test.

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