Truncation bounds for infinite expansions for the stable distributions

DOI10.1080/00949658108810462zbMath0456.62016OpenAlexW2169184289MaRDI QIDQ3906247

Robert Bartels

Publication date: 1981

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658108810462

zbMATH Keywords

Taylor expansionstable distributionsBergströmtruncation bounds

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items (2)

Methods for generating random variates with Polya characteristic functions ⋮ On simulation and properties of the stable law

Cites Work

• 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^†
• Unnamed Item

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