Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution

DOI10.1007/s11009-014-9404-9zbMath1319.60030OpenAlexW2462082810MaRDI QIDQ2516398

Tibor K. Pogány, Saralees Nadarajah

Publication date: 31 July 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-014-9404-9

zbMATH Keywords

characteristic functionprobability density functionstable distribution\(S_{\alpha}(\beta, \gamma, \mu)\)

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characteristic functions; other transforms (60E10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Related Items (3)

An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution ⋮ Unnamed Item ⋮ The Havriliak–Negami relaxation and its relatives: the response, relaxation and probability density functions

Uses Software

• R
• STABLE

Cites Work

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• An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
• On some expansions of stable distribution functions
• Cumulative distribution function values for symmetric standardized stable distributions
• Numerical calculation of stable densities and distribution functions
• Chance and Stability
• Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
• A Note on the Convergence of KAMPÉ DE FÉRIET's Double Hypergeometric Series

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