High-accuracy evaluation of the cumulative distribution function of \(\alpha\)-stable symmetric distributions (Q1600603)
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scientific article; zbMATH DE number 1756301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-accuracy evaluation of the cumulative distribution function of \(\alpha\)-stable symmetric distributions |
scientific article; zbMATH DE number 1756301 |
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High-accuracy evaluation of the cumulative distribution function of \(\alpha\)-stable symmetric distributions (English)
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16 June 2002
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For the function \(F_\alpha\) mentioned in the title, with the characteristic function \(\exp(-|t|^\alpha)\), the author expresses \(F_\alpha\) as an absolutely convergent integral. He then describes an accurate numerical evaluation.
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