An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization

DOI10.1016/S0895-7177(99)00105-3zbMath1037.68973WikidataQ57452136 ScholiaQ57452136MaRDI QIDQ699425

John P. Nolan

Publication date: 6 October 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonnumerical algorithms (68W05)

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Uses Software

• SYMSTB

Cites Work

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• Precise tabulation of the maximally-skewed stable distributions and densities
• Cumulative distribution function values for symmetric standardized stable distributions
• Tables and graphs of the stable probability density functions

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