Pregled bibliografske jedinice broj: 730838
Remarks on the stable S_α(β, γ, μ) distribution
Remarks on the stable S_α(β, γ, μ) distribution // Methodology and computing in applied probability, 17 (2015), 2; 515-524 doi:10.1007/s11009-014-9404-9 (međunarodna recenzija, članak, znanstveni)
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Naslov
Remarks on the stable S_α(β, γ, μ) distribution
Autori
Poganj, Tibor ; Nadarajah, Saralees
Izvornik
Methodology and computing in applied probability (1387-5841) 17
(2015), 2;
515-524
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Characteristic function ; Probability density function ; Stable distribution S_α(β ; γ ; μ)
Sažetak
Closed forms are derived for the probability density function (PDF) of the stable distribution S_α(β, γ, μ), α ∈ (1, 2]. Consequent asymptotic expansions are given. Numerical evidence is given to show superior performance versus the most common way to compute a stable PDF.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts
