Extending the Thorin class |
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Authors: | Bronius Grigelionis |
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Institution: | (1) University of Tartu, Tartu, Estonia; |
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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)/κ
(μ, λ), μ > 0, λ > 0. |
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Keywords: | |
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