On two extensions of the canonical Feller–Spitzer distribution

We introduce two extensions of the canonical Feller–Spitzer distribution from the class of Bessel densities, which comprise two distinct stochastically decreasing one-parameter families of positive absolutely continuous infinitely divisible distributions with monotone densities, whose upper tails ex...

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Bibliographic Details
Published in:	Journal of statistical distributions and applications Vol. 8; no. 1
Main Authors:	Vinogradov, Vladimir Vladimirovich, Paris, Richard Bruce
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 04-03-2021 Springer Nature B.V
Subjects:	Bessel functions Humanities and Social Sciences Hypergeometric functions Kurtosis Laplace transforms Mathematics and Statistics multidisciplinary Parameters Science Skewness Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Third International Conference on Statistical Distributions and Applications Hypergeometric functions Exponential convergence Feller–Spitzer distribution Letac–Mora reciprocity Variance function Stochastically monotone family Power tail Kurtosis 60E07 60E10 60F05 Bessel functions Natural exponential family Monotone density Continuous–time Bernoulli random walk Lévy measure Skewness Laplace transform
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