A note on the infinite divisibility of a class of transformations of normal variables
classification
🧮 math.ST
stat.TH
keywords
normaltransformationsvariablesclassdensity-baseddivisibilityinfinitenote
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This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We relate our result with some known skewing mechanisms.
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