Jones, M. C. and Arnold, Barry C.
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|DOI (Digital Object Identifier) Link:||http://doi.org/10.1214/08-EJS301|
|Google Scholar:||Look up in Google Scholar|
Two concepts of symmetry for the distributions of positive random variables Y are log-symmetry (symmetry of the distribution of logY) and R-symmetry. In this paper, we characterise the distributions that have both properties, which we call doubly symmetric. It turns out that doubly symmetric distributions constitute a subset of those distributions that are moment-equivalent to the lognormal distribution. They include the lognormal, some members of the Berg/Askey class of distributions, and a number of others for which we give an explicit construction (based on work of A.J. Pakes) and note some properties; Stieltjes classes, however, are not doubly symmetric.
|Item Type:||Journal Article|
|Keywords:||double symmetry; lognormal distribution; moment equivalence; weighted distribution|
|Academic Unit/Department:||Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
|Depositing User:||Sarah Frain|
|Date Deposited:||18 Aug 2010 13:21|
|Last Modified:||04 Aug 2016 16:34|
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