A note on G-normal distributions

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	A note on G-normal distributions
	Song, Yongsheng
	2015-11-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	106 页码:142-146
摘要	As is known, the convolution mu * nu of two G-normal distributions mu, nu with different intervals of variances may not be G-normal. We show that mu * nu is a G-normal distribution if and only if (sigma) over bar mu/(sigma) under bar mu = (sigma) over bar nu/(sigma) under bar nu. (C) 2015 Elsevier B.V. All rights reserved.
关键词	G-normal distribution Cramer's decomposition
DOI	10.1016/j.spl.2015.07.014
语种	英语
资助项目	NCMIS ; NSF[11101406] ; NSF[11231005] ; Key Lab of Random Complex Structures and Data Science, CAS[2008DP173182]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000362137000022
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20903
专题	应用数学研究所
通讯作者	Song, Yongsheng
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Song, Yongsheng. A note on G-normal distributions[J]. STATISTICS & PROBABILITY LETTERS,2015,106:142-146.
APA	Song, Yongsheng.(2015).A note on G-normal distributions.STATISTICS & PROBABILITY LETTERS,106,142-146.
MLA	Song, Yongsheng."A note on G-normal distributions".STATISTICS & PROBABILITY LETTERS 106(2015):142-146.