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Characteristic functions of polynomial-normal distributions

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Abstract

The densities of polynomial-normal distributions (PND) are the product of nonegative polynomials and normal densities. These densities provide a rich class of distributions that can be used in modeling when faced with nonnormal characteristics such as skewness and multimodality. We give necessary and sufficient conditions for φ to be a characteristic function (ch.f.) of a PND. Then we given an effective construction of the ch.f. of a PND.

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Authors and Affiliations

  1. Mathematical Institute, Warsaw Technical University, pl. Politechniki, 1, 00-661, Warszawa, Poland

    E. Plucińskii

Authors
  1. A. Plucińska
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  2. E. Plucińskii
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Additional information

Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part I.

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Plucińska, A., Plucińskii, E. Characteristic functions of polynomial-normal distributions. J Math Sci 99, 1317–1323 (2000). https://doi.org/10.1007/BF02674091

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  • DOI: https://doi.org/10.1007/BF02674091

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