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Implement pdf and cdf for stable distribution #1

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astralord opened this issue Jul 1, 2015 · 1 comment
Open

Implement pdf and cdf for stable distribution #1

astralord opened this issue Jul 1, 2015 · 1 comment
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astralord commented Jul 1, 2015 •
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The problems are with

  • alpha close to 1 with non-zero beta
  • beta close to 0, when alpha = 1
  • asymptotic series expansion for alpha = 1 and non-zero beta
  • cdf representation for short tails (beta = 1)
@astralord astralord self-assigned this Jul 1, 2015
@astralord astralord changed the title Implement pdf and cdf for stable distribution Implement generation for all famous distributions Jul 3, 2015
@astralord astralord changed the title Implement generation for all famous distributions Implement pdf and cdf for stable distribution Jan 25, 2017
@astralord astralord reopened this Jan 25, 2017
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astralord commented Jan 25, 2017 •
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Useful papers:
Some improvements in numerical evaluation of symmetric stable
density and its derivatives
Stable distributions and their Applications (Uchaikin and Zolotarev)

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