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arxiv: 1605.02326 · v1 · pith:JJDJEWSGnew · submitted 2016-05-08 · 🧮 math.ST · stat.TH

The tempered discrete Linnik distribution

classification 🧮 math.ST stat.TH
keywords discretedistributiontemperedlinnikstablemixturetermsactually
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A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is actually a tempered discrete stable law. The features of the new tempered discrete Linnik distribution are explored by providing a series of identities in law - which describe its genesis in terms of mixture and compound Poisson law, as well as in terms of mixture discrete stable law. A manageable expression of the corresponding probability function is also provided and several special cases are analysed.

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