Infinite divisibility (probability)

id: infinite-divisibility-probability-269-7119708
title: Infinite divisibility (probability)
text: In probability theory, a probability distribution is infinitely divisible if it can be expressed as the probability distribution of the sum of an arbitrary number of independent and identically distributed (i.i.d.) random variables. The characteristic function of any infinitely divisible distribution is then called an infinitely divisible characteristic function. More rigorously, the probability distribution F is infinitely divisible if, for every positive integer n, there exist n i.i.d. random
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category slug: encyclopedia
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original url: https://en.wikipedia.org/wiki/Infinite_divisibility_(probability)
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date modified: 2024-04-11T20:03:06Z
main entity: {"identifier":"Q1754066","url":"https://www.wikidata.org/entity/Q1754066"}
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integrity: 13

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