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Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/152

Title: Mittag-Leffler Distribution
Authors: Jayakumar, K.*
Suresh, R.P.
Keywords: Autoregressive Models
Class L Distribution
Infinit Divisibility
Normal Attraction
Semi-Stable Law
Stable Law
Issue Date: 2003
Abstract: The Mittag-Leffler distribution has been studied extensively in teh past decade. The Mittag-Leffler distribution has been found to be useful in a variety of applications. In this paper, we review the Mittag-Leffler distribution, and study various distributional properties and characterizations related to the Mittag-Leffler distribution. We also study semi-Mittag Leffler Distribution, Generalized positive Linnik distribution and other related distributions. We derive some new results related to the distributional properties of the semi-Mittag Leffler Distribution. We also review the results related to estimation of parameters in Mittag-Leffler distribution and propose some new estimators for the periodic funtion in the SML distribution using Empirical Laplace transform.
URI: http://hdl.handle.net/123456789/152
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