Tables and graphs of the stable probability density functions
From MaRDI portal
Publication:4403231
DOI10.6028/JRES.077B.017zbMath0276.62098MaRDI QIDQ4403231
Publication date: 1973
Published in: Journal of Research of the National Bureau of Standards, Section B: Mathematical Sciences (Search for Journal in Brave)
Probability distributions: general theory (60E05) Computation of special functions and constants, construction of tables (65D20) Statistical tables (62Q05) Numerical integration (65D30)
Related Items (18)
Estimation problems for distributions with heavy tails ⋮ Calculation of multidimensional stable densities ⋮ Method-of-moments estimators of stable distribution parameters ⋮ Parameterizations and modes of stable distributions ⋮ Lévy flight applied to random media problems ⋮ Precise tabulation of the maximally-skewed stable distributions and densities ⋮ On using Lehmann alternatives with nonresponders ⋮ An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization ⋮ Computing the probability density function of the stable Paretian distribution ⋮ A note on convolution and stable distributions in the nervous system ⋮ Practical computing for finite moment log-stable distributions to model financial risk ⋮ Expansions for the positive stable laws ⋮ Positive stable densities and the bell-shape ⋮ A central limit theorem for self-normalized products of random variables ⋮ Efficient posterior integration in stable paretian models ⋮ Numerical Bayesian inference with arbitrary prior ⋮ Monte Carlo inference in econometric models with symmetric stable disturbances ⋮ Tables of cumulative distribution functions and percentiles of the standardized stable random variables
This page was built for publication: Tables and graphs of the stable probability density functions
