Does there exist a distribution A other than Gaussian such that: 1) linear combination of random variable from A is distribution A 2) easy to integrate, for example find entropy
Thank you
Does there exist a distribution A other than Gaussian such that: 1) linear combination of random variable from A is distribution A 2) easy to integrate, for example find entropy
Thank you
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The solutions of 1) are the stable distributions. Except for the Cauchy distribution, I don't think there is an analytic form of the Entropy.