On the unimodality of power transformations of positive stable densities

preprint2013arXivOpen access

Abstract

Let ZαZ_α be a positive α−α-stable random variable and r∈R.r\in{\bf R}. We show the existence of an unbounded open domain DD in [1/2,1]×R[1/2,1]\times{\bf R} with a cusp at (1/2,−1/2)(1/2,-1/2), characterized by the complete monotonicity of the function Fα,r(λ)=(αλα−r)e−λα/!/!,F_{α, r} (λ) = (αλ^α-r)e^{-λ^α}/!/! , such that ZαrZ_α^r is unimodal if and only if (α,r)∉D.(α, r)\notin D.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.