A PASCAL program for simulating stable random variates

DOI10.1080/03610918808812698zbMath0695.62002OpenAlexW2090128306MaRDI QIDQ3471316

Don B. Panton

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812698

zbMATH Keywords

stable Paretian distributionChambers, Mallows and Stuck algorithmPareto-Lévy distributionstable variate generator

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10)

Cites Work

• Unnamed Item
• A Method for Simulating Stable Random Variables

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