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JOURNALS // Matematicheskoe modelirovanie // Archive

Matem. Mod., 2008 Volume 20, Number 7, Pages 3–12 (Mi mm2689)

This article is cited in 2 papers

Splitting method for strong stable mixtures of normal laws in stable index $\alpha=1$ and $\alpha=2$

E. L. Borodulina, E. L. Krotova

Perm State Technical University

Abstract: Splitting method for strong stable scale mixtures of normal laws is investigated, the mixtures being limit distributions of compound Cox processes. For stable index $\alpha=1$ the precise formula of invariant density distribution relevant to scale transformation was derived. Using classical and asymptotic methods the sample size necessary to determine the difference between normal mixture and the alternative $\alpha=1$ was computed.

Received: 09.04.2007



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