中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
A note on G-normal distributions

文献类型:期刊论文

作者Song, Yongsheng
刊名STATISTICS & PROBABILITY LETTERS
出版日期2015-11-01
卷号106页码:142-146
关键词G-normal distribution Cramer's decomposition
ISSN号0167-7152
DOI10.1016/j.spl.2015.07.014
英文摘要As is known, the convolution mu * nu of two G-normal distributions mu, nu with different intervals of variances may not be G-normal. We show that mu * nu is a G-normal distribution if and only if (sigma) over bar mu/(sigma) under bar mu = (sigma) over bar nu/(sigma) under bar nu. (C) 2015 Elsevier B.V. All rights reserved.
语种英语
WOS记录号WOS:000362137000022
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/20902]  
专题应用数学研究所
通讯作者Song, Yongsheng
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714
Song, Yongsheng. A note on G-normal distributions[J]. STATISTICS & PROBABILITY LETTERS,2015,106:142-146.
APA Song, Yongsheng.(2015).A note on G-normal distributions.STATISTICS & PROBABILITY LETTERS,106,142-146.
MLA Song, Yongsheng."A note on G-normal distributions".STATISTICS & PROBABILITY LETTERS 106(2015):142-146.

入库方式: OAI收割

来源:数学与系统科学研究院

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