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Mixture representation of Linnik distribution revisited

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  • Kozubowski, Tomasz J.

Abstract

Let Y[alpha] have a Linnik distribution, given by the characteristic function [psi](t) = (1 + t [alpha])-1. We extend the result of Kotz and Ostrovskii (1996) and show that Y[alpha] admits two different representations, where 0

Suggested Citation

  • Kozubowski, Tomasz J., 1998. "Mixture representation of Linnik distribution revisited," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 157-160, June.
    • Handle: RePEc:eee:stapro:v:38:y:1998:i:2:p:157-160
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    References listed on IDEAS

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    1. Devroye, Luc, 1990. "A note on linnik's distribution," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 305-306, April.
    2. Kotz, Samuel & Ostrovskii, I. V., 1996. "A mixture representation of the Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 61-64, January.
    3. R. Pillai, 1990. "On Mittag-Leffler functions and related distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 157-161, March.
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    Cited by:

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    2. Yury Khokhlov & Victor Korolev & Alexander Zeifman, 2020. "Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems," Mathematics, MDPI, vol. 8(5), pages 1-29, May.

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