Distributions that are both log-symmetric and R-symmetric
Abstract
Two concepts of symmetry for the distributions of positive random variables are log-symmetry (symmetry of the distribution of ) and R-symmetry [7]. In this paper, we characterise the distributions that have both properties, which we call doubly symmetric. It turns out that doubly symmetric distributions constitute a subset of those distributions that are moment-equivalent to the lognormal distribution. They include the lognormal, some members of the Berg/Askey class of distributions, and a number of others for which we give an explicit construction (based on work of A.J. Pakes) and note some properties; Stieltjes classes, however, are not doubly symmetric.
Keywords
Cite
@article{arxiv.0810.0102,
title = {Distributions that are both log-symmetric and R-symmetric},
author = {M. C. Jones and Barry C. Arnold},
journal= {arXiv preprint arXiv:0810.0102},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/08-EJS301 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)