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arxiv: 0810.0102 · v2 · submitted 2008-10-01 · 🧮 math.ST · stat.TH

Distributions that are both log-symmetric and R-symmetric

classification 🧮 math.ST stat.TH
keywords distributionsdoublysymmetricdistributionlognormalpropertiessomesymmetry
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Two concepts of symmetry for the distributions of positive random variables $Y$ are log-symmetry (symmetry of the distribution of $\log Y$) and R-symmetry [7]. In this paper, we characterise the distributions that have both properties, which we call doubly symmetric. It turns out that doubly symmetric distributions constitute a subset of those distributions that are moment-equivalent to the lognormal distribution. They include the lognormal, some members of the Berg/Askey class of distributions, and a number of others for which we give an explicit construction (based on work of A.J. Pakes) and note some properties; Stieltjes classes, however, are not doubly symmetric.

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