A note on the infinite divisibility of a class of transformations of normal variables

Details A note on the infinite divisibility of a class of transformations of normal variables A note on the infinite divisibility of a class of transformations of normal variables

2011-03-27

arxiv.org/abs/1103.5220v3

Mathematics

Statistics Theory

Scientific paper

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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