English

Distributions that are both log-symmetric and R-symmetric

Statistics Theory 2008-12-22 v2 Statistics Theory

Abstract

Two concepts of symmetry for the distributions of positive random variables YY are log-symmetry (symmetry of the distribution of logY\log Y) 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)

R2 v1 2026-06-21T11:26:03.803Z