2024/02/23 by Nomvelo Karabo Sibisi, Sibisi, Nomvelo Karabo
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Mathematical functions and polynomials #Probability (math.PR) #Statistical Distribution Estimation and Applications
paper · pdf · doi:10.48550/arxiv.2402.15228
openalex publication_date 2024/02/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper uses convolutions of the gamma density and the one-sided stable density to construct higher level densities. The approach is applied to constructing a 4-parameter Mittag-Leffler density, whose Laplace transform is a corresponding Mittag-Leffler function, which is completely monotone (CM) by construction. Laplace transforms of mixtures of the stable densities with respect to the 4-parameter Mittag-Leffler distribution are compositions of the Mittag-Leffler functions with Bernstein functions, thereby generating a rich family of CM variants of the base CM Mittag-Leffler functions, including known instances as special cases.