论文信息 - On the Lévy Measure of the Lognormal and the LogCauchy Distributions

On the Lévy Measure of the Lognormal and the LogCauchy Distributions

The densities of the Lévy measure and the Thorin measure of the standard lognormal distribution are approximated and presented in graphs. Moreover, the behavior of these densities at 0 and ∞ is studied. Laplace and saddlepoint approximations are used. The infinite divisibility of the standard logCauchy distribution is given some attention in passing.

Lennart Bondesson

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