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Jones, M. C.
(2008).
DOI: https://doi.org/10.1016/j.jspi.2007.11.006
Abstract
On the positive half line, there are two natural, and complementary, analogues of the single notion of symmetry of distributions on the real line. One is the R-symmetry recently proposed and investigated by Mudholkar and Wang [2007. IG-symmetry and R-symmetry: interrelations and applications to the inverse Gaussian theory. J. Statist. Plann. Inference 137, 3655–3671]; the other is the 'log-symmetry' investigated here. Log-symmetry can be thought of either in terms of a random variable having the same distribution as its reciprocal or as ordinary symmetry of the distribution of the logged random variable. Various properties, analogies, comparisons and consequences are investigated.
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About
- Item ORO ID
- 22523
- Item Type
- Journal Item
- ISSN
- 0378-3758
- Keywords
- log-location-scale; log-normal; log-symmetry; R-symmetry
- Academic Unit or School
-
Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM) - Copyright Holders
- © 2007 Elsevier B.V.
- Depositing User
- Sarah Frain