Francisco J. Rubio, Antonio Murillo-Salas
Abstract
This note examines the infinite divisibility of density-based transformations of normal random variables. We present a sufficient condition on this kind of transformations that produce a non-infinitely divisible random variable. We relate our result with some known skewing mechanisms.
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This note examines the infinite divisibility of density-based transformations of normal random variables. We present a sufficient condition on this kind of transformations that produce a non-infinitely divisible random variable. We relate our result with some known skewing mechanisms.
Key concepts: Infinite divisibility, Divisibility rule, Random variable, Mathematics, Variable (mathematics), Transformation (genetics), Pure mathematics, Statistics