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Further examples of GGC and HCM densities
Journal article   Open access  Peer reviewed

Further examples of GGC and HCM densities

Wissem Jedidi and Thomas Simon
Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, Vol.19(5A), pp.1818-1838
01/11/2013

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive a-stable laws. We also obtain new factorizations for the latter, refining Kanter's and Pestana-Shanbhag-Sreehari's. These results give stronger credit to Bondesson's hypothesis that positive a-stable densities are hyperbolically completely monotone whenever alpha <= 1/2.
url
https://doi.org/10.3150/12-BEJ431View
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