Sorry for ambiguity in my previous post.I understand that discrete distributions can be infinitely divisible.Consider a strictly positive density function f(x) defined for all x\in(-\infty,\infty). Can f be infinitely divisible if it has a discontinuity at a certain point ? e.g. say a discontinuity at x = 0 such thatMust f also be differentiable for x\in(-\infty,\infty) to be infinitely divisible?
Last edited by AdareIre
on June 7th, 2012, 10:00 pm, edited 1 time in total.