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- Publisher
- de Gruyter
- Copyright
- © 2019 Walter de Gruyter GmbH, Berlin/Boston
- ISSN
- 1869-6147
- eISSN
- 2367-2404
- DOI
- 10.1515/eqc-2018-0031
- Publisher site
- See Article on Publisher Site
Abstract
AbstractIf the distribution of the linear combination of two independent and identically distributed random variables from a distribution belongs to the same distribution, then we call that distribution a stable distribution. The Levy distribution is a member of the family of stable distributions. In this paper, we will present some basic distributional properties and characterizations of the Levy distribution.
Journal
Economic Quality Control – de Gruyter
Published: Jun 1, 2019