Distributions that are both log-symmetric and R-symmetric

dc.creatorJones, M. C.
dc.creatorArnold, Barry C.
dc.date2008-10-01
dc.date2008-12-22
dc.date.accessioned2026-07-07T12:20:47Z
dc.date.available2026-07-07T12:20:47Z
dc.descriptionTwo concepts of symmetry for the distributions of positive random variables $Y$ are log-symmetry (symmetry of the distribution of $\log Y$) 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/0810.0102
dc.identifierhttp://arxiv.org/abs/0810.0102
dc.identifierElectronic Journal of Statistics 2008, Vol. 2, 1300-1308
dc.identifierdoi:10.1214/08-EJS301
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/213166
dc.subjectStatistics Theory
dc.subject62E10 (Primary) 60E05 (Secondary)
dc.titleDistributions that are both log-symmetric and R-symmetric
dc.typetext

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