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Further examples of GGC and HCM densities

Published 10 Dec 2013 in math.ST and stat.TH | (1312.2809v1)

Abstract: We display several examples of generalized gamma convoluted and hyperbolically completely monotone random variables related to positive $\alpha$-stable laws. We also obtain new factorizations for the latter, refining Kanter's and Pestana-Shanbhag-Sreehari's. These results give stronger credit to Bondesson's hypothesis that positive $\alpha$-stable densities are hyperbolically completely monotone whenever $\alpha\le1/2.$

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