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Extending the Thorin class
Authors:Bronius Grigelionis
Institution:(1) University of Tartu, Tartu, Estonia;
Abstract:We prove that the Thorin class $ {T_\kappa }\left( {{\mathbb{R}_{+} }} \right),\kappa > 0 $ {T_\kappa }\left( {{\mathbb{R}_{+} }} \right),\kappa > 0 , is the minimal class of probability distributions on \mathbbR+ {\mathbb{R}_{+} } that is closed under convolutions and weak limits and contains the Tweedie distributions Tw(κ+1) (μ, λ), μ > 0, λ > 0.
Keywords:
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