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Scandinavian Actuarial Journal Volume 1987, 1987 - Issue 3-4
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Original Articles

On the infinite divisibility of the half-Cauchy and other decreasing densities and probability functions on the nonnegative line

Lennart Bondesson Department of Biometry and Forest Management, The Swedish University of Agricultural Sciences, S-90183, Umeå, Sweden
Pages 225-247 | Received 01 Sep 1986, Published online: 22 Dec 2011
 
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Abstract

It is shown that the half-Cauchy distribution is infinitely divisible (ID). Some classes of ID and self-decomposable decreasing densities and probability functions on the nonnegative line are studied. These classes have many nice properties.

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