Wiener process distributions of the ‘‘arc-sine law” type

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The Uniform Mixture of Generalized Arc-sine Distributions

A single, tractable, special case of the problem of continuous mixtures of beta distributions over their parameters is considered. This is the uniform mixture of generalized arc-sine distributions which, curiously, turns out to be linked by transformation to the Cauchy distribution. AMS 2000 subject classification. 62E15.

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ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 1956

ISSN: 0002-9939

DOI: 10.1090/s0002-9939-1956-0079847-3