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January 2021 On some Inferences of Lévy Distribution
Mohammad AHSANULLAH, Valerie B. NEVZOROV
Afr. Stat. 16(1): 2529-2535 (January 2021). DOI: 10.16929/as/2021.2529.172

Abstract

The levy distribution is one of the three distributions that has probability density function in simple closed form. This distribution is used in modeling stock prices. In this paper, we present some properties of this distribution. Based on the basic properties some characterizations of this distribution are given.

La loi de probabilité Lévy figurent parmi les lois stables ayant un expression explicite de la densité de probabilité. Elle est souvent utilisée pour modéliser le prix des actions en Finance. Dans ce papier, nous présentons quelques de ses proprietes à partir desquelles des caractérisations sont données.

Citation

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Mohammad AHSANULLAH. Valerie B. NEVZOROV. "On some Inferences of Lévy Distribution." Afr. Stat. 16 (1) 2529 - 2535, January 2021. https://doi.org/10.16929/as/2021.2529.172

Information

Published: January 2021
First available in Project Euclid: 11 July 2021

Digital Object Identifier: 10.16929/as/2021.2529.172

Subjects:
Primary: 62E10
Secondary: 62E15, 62E29

Rights: Copyright © 2021 The Statistics and Probability African Society

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Vol.16 • No. 1 • January 2021
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