On the Lévy Measure of the Lognormal and the LogCauchy Distributions

被引：11
|
作者：
Lennart Bondesson
机构：
[1] Umeaå University,Department of Mathematical Statistics
来源：
Methodology And Computing In Applied Probability | 2002年 / 4卷 / 3期
关键词：
infinite divisibility; Lévy measure; integral equation; generalized gamma convolution; Thorin measure; lognormal and logCauchy distribution; Poisson mixture; Laplace and saddlepoint approximation;
D O I：
10.1023/A:1022533817579
中图分类号：
学科分类号：
摘要：
The densities of the Lévy measure and the Thorin measure of the standard lognormal distribution are approximated and presented in graphs. Moreover, the behavior of these densities at 0 and ∞ is studied. Laplace and saddlepoint approximations are used. The infinite divisibility of the standard logCauchy distribution is given some attention in passing.
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页码：243 / 256
页数：13
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