Tables of cumulative distribution functions and percentiles of the standardized stable random variables

DOI10.1080/03610918408812399zbMath0563.62100OpenAlexW2026670669MaRDI QIDQ3677037

Tsushung A. Hua, Mohsen Pourahmadi

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/03610918408812399

zbMATH Keywords

percentilesseries expansiondensitystable random variablesstandardizationpercentage pointsIMSL subroutine DCADREintegral representation of the cumulative distribution

Mathematics Subject Classification ID

Statistical tables (62Q05) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Uses Software

• IMSL Numerical Libraries

Cites Work

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• On some expansions of stable distribution functions
• Fractiles for the nonsymmetric stable distributions
• Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series^†
• Tables and graphs of the stable probability density functions
• Tables of Cumulative Functions of One-Sided Stable Distributions

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