Accession Number:

ADA050374

Title:

Properties of Certain Symmetric Stable Distributions.

Descriptive Note:

Interim rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1977-01-01

Pagination or Media Count:

22.0

Abstract:

Necessary and sufficient conditions are presented for jointly symmetric stable random vectors to be independent and for a regression involving symmetric stable random variables to be linear. The notion of n-fold dependence is introduced for symmetric stable random variables, and under this condition we determine all monomials in such random variables for which moments exist. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE