Premium
A Note on the Characterization of Positive Linnik Laws
Author(s) -
Lin Gwo Dong
Publication year - 2001
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00151
Subject(s) - mathematics , characterization (materials science) , random variable , function (biology) , law , variable (mathematics) , mathematical economics , mathematical analysis , statistics , physics , political science , evolutionary biology , biology , optics
Recently, Jayakumar & Pillai (1996) gave an interesting characterization of the positive Linnik laws in terms of the spectrum function of an infinitely divisible law. This paper improves their result and simplifies their proof. It proves another characterization result in terms of the Pareto law. Further, it represents the positive Linnik random variable as a function of independent gamma random variables.