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Small parameter behavior of families of distributions

Author

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  • Bar-Lev, Shaul K.
  • Kella, Offer
  • Löpker, Andreas

Abstract

Motivated by and with the aim of generalizing (Bar-Lev and Enis, 1987), we identify various limit laws of certain centralizing transformations of families of random variables by establishing a nontrivial equivalence with limits of their Laplace–Stieltjes transforms evaluated at transformed values.

Suggested Citation

  • Bar-Lev, Shaul K. & Kella, Offer & Löpker, Andreas, 2013. "Small parameter behavior of families of distributions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 783-789.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:3:p:783-789
    DOI: 10.1016/j.spl.2012.11.027
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    References listed on IDEAS

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    1. Bar-Lev, Shaul K. & Enis, Peter, 1987. "Existence of moments and an asymptotic result based on a mixture of exponential distributions," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 273-277, June.
    2. Bar-Lev, Shaul K. & Letac, Gérard, 2010. "The limiting behavior of some infinitely divisible exponential dispersion models," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1870-1874, December.
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    2. Bar-Lev, Shaul K. & Letac, Gérard, 2010. "The limiting behavior of some infinitely divisible exponential dispersion models," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1870-1874, December.

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