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arxiv: 1312.2809 · v1 · pith:S3AIKPLCnew · submitted 2013-12-10 · 🧮 math.ST · stat.TH

Further examples of GGC and HCM densities

classification 🧮 math.ST stat.TH
keywords alphacompletelydensitiesexampleshyperbolicallymonotonepositivestable
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We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive $\alpha$-stable laws. We also obtain new factorizations for the latter, refining Kanter's and Pestana-Shanbhag-Sreehari's. These results give stronger credit to Bondesson's hypothesis that positive $\alpha$-stable densities are hyperbolically completely monotone whenever $\alpha\le1/2.$

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