The tempered discrete Linnik distribution
Statistics Theory
2016-05-10 v1 Statistics Theory
Abstract
A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is actually a tempered discrete stable law. The features of the new tempered discrete Linnik distribution are explored by providing a series of identities in law - which describe its genesis in terms of mixture and compound Poisson law, as well as in terms of mixture discrete stable law. A manageable expression of the corresponding probability function is also provided and several special cases are analysed.
Cite
@article{arxiv.1605.02326,
title = {The tempered discrete Linnik distribution},
author = {Lucio Barabesi and Carolina Becatti and Marzia Marcheselli},
journal= {arXiv preprint arXiv:1605.02326},
year = {2016}
}
Comments
18 pages, 4 figures