Characteristic functions of polynomial-normal distributions

被引:0
作者
Plucińska A. [1 ]
Plucińskii E. [1 ]
机构
[1] Mathematical Institute, Warsaw Technical University, 00-661 Warszawa, pl. Politechniki
关键词
Characteristic Function; Normal Density; Optional Parameter; Inverse Fourier Transformation; Hermite Polynomial;
D O I
10.1007/BF02674091
中图分类号
学科分类号
摘要
The densities of polynomial-normal distributions (PND) are the product of nonnegative polynomials and normal densities. These densities provide a rich class of distributions that can be used in modeling when faced with nonnormal characteristics such as skewness and multimodality. We give necessary and sufficient conditions for φ to be a characteristic function (ch.f.) of a PND. Then we give an effective construction of the ch.f. of a PND. © 2000 Kluwer Academic/Plenum Publishers.
引用
收藏
页码:1317 / 1323
页数:6
相关论文
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