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On the Lévy measure of the lognormal and logCauchy distributions
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.
2002 (English)In: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, Vol. 4, no 3, 243-256 p.Article in journal (Refereed) Published
Abstract [en]

The densities of the Lévy measure and the Thorin measure of the standard lognormal distribution are approximated and presented in graphs. Moreover, the behavior of these densities at 0 and ∞ is studied. Laplace and saddlepoint approximations are used. The infinite divisibility of the standard logCauchy distribution is given some attention in passing.

Place, publisher, year, edition, pages
Springer, 2002. Vol. 4, no 3, 243-256 p.
National Category
Probability Theory and Statistics Mathematics
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URN: urn:nbn:se:umu:diva-19594DOI: 10.1023/A:1022533817579OAI: oai:DiVA.org:umu-19594DiVA: diva2:202066
Available from: 2009-03-06 Created: 2009-03-06 Last updated: 2017-12-13Bibliographically approved

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CiteExportLink to record
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