The family of power raised hyperbolic secant distributions: moments kurtosis, limit laws

Maria Zoia, Mario Faliva

Risultato della ricerca: Working paper

Abstract

A family of bell-shaped distributions built around the hyperbolic secant is devised. Moment and cumulant generating functions are provided leading to closed form representations of moments in terms of polygamma functions. As a by-product the behaviour of kurtosis is investigated showing that it is upperly bounded by six and lowerly bounded by three. The distributions at stake bridge the Laplace and Gaussian laws, both arising as limit distributions.
Lingua originaleEnglish
EditoreVita e Pensiero
Numero di pagine22
ISBN (stampa)978-88-343-2844-6
Stato di pubblicazionePubblicato - 2014

Keywords

  • power-raised hyperbolic secant distributions

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