Inequalities for m-Divisible Distributions and Testing of Infinite Divisibility

We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.

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Bibliographic Details
Published in:arXiv.org 2019-04
Main Authors: Klebanov, Lev B, Kakosyan, Ashot V, Volchenkova, Irina V
Format: Article
Language:English
Subjects:
Characteristic functions
Inequalities
Statistical tests
Online Access:Get full text
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Description
Summary:We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.
ISSN:2331-8422