Sppose that y is a coin-tossing random variable py 1 py
Let X be a stable random variables with index α ∈ (0, 2), suppose that Y is a coin-tossing random variable (P(Y = 1) = P(Y = -1) = 1/2), which is independent of X. Show that XY is strictly stable.
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let x1 x2 be independent identically distributed random variables which are also independent of n isin polambda show
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let x be a stable random variables with index alpha isin 0 2 suppose that y is a coin-tossing random variable py 1 py
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check that the exponential and normal distributions belong to the domain of attraction of the gumbel
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