A PASCAL program for simulating stable random variates

DOI10.1080/03610918808812698MaRDI QIDQ3471316zbMATH OpenOpenAlexFDO

Authors Don B. Panton

Publication date 1988

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918808812698

zbMATH Keywords

Chambers, Mallows and Stuck algorithmPareto-Lévy distributionstable Paretian distributionstable variate generator

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10)

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Cites work

• A Method for Simulating Stable Random Variables
• scientific article; zbMATH DE number 3278003 (Why is no real title available?)

Cited in

(1)

• PASCAL functions for the generation of random numbers

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