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Representation-free Densities of Ratios and Powers of Stable Variables

Sibisi, Nomvelo Karabo et al.
arXiv (All) · Papers
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probability
We derive representation-free densities of ratios and powers of the positive stable random variable given only its simple Laplace transform. This suffices to obtain Laplace/Stieltjes forward transforms of various random variable combinations. We state representation-free densities associated with oc
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