Examples of α-selfdecomposable distributions

We show that the logarithms of gamma random variables are α-selfdecomposable, and apply the result to show that logarithms of several positive random variables are 1-selfdecomposable.

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Year of publication:	2013
Authors:	Maejima, Makoto ; Ueda, Yohei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 286-291
Publisher:	Elsevier
Subject:	Infinitely divisible distribution \| α-selfdecomposable distribution \| Logarithm of gamma random variable \| Logarithm of positive strictly stable random variable

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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