A Characterization of Symmetric Stable Distributions
Characterization problems in probability are studied here. Using the characteristic function of an additive convolution we generalize some known characterizations of the normal distribution to stable distributions. More precisely, if a distribution of a linear form depends only on the sum of powers of the certain parameters, then we obtain symmetric stable distributions.
Keyword(s):
2010 ◽
Vol 88
(1)
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pp. 93-102
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Keyword(s):
2001 ◽
Vol 51
(1-2)
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pp. 113-118
1971 ◽
Vol 1
(4)
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pp. 457-460
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