Computer simulation of geometric stable distributions (Q1567360)
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scientific article; zbMATH DE number 1455708
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| English | Computer simulation of geometric stable distributions |
scientific article; zbMATH DE number 1455708 |
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Computer simulation of geometric stable distributions (English)
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5 June 2000
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A method for simulating geometric stable random variables is develoed. It is based on their representation as a product of two independent random variables which, in turn, may be simulated. For the multivariate stable distribution, see also \textit{C. Jacques}, \textit{B. Remillard} and \textit{R. Theodorescu} [Stat. Decis. 17, No. 3, 213-235 (1999; Zbl 0952.62024)] and \textit{V. V. Uchaikin} and \textit{G. G. Gusarov} [J. Math. Sci., New York, 93, No. 4, 591-599 (1999; Zbl 0937.65005)].
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geometric compound
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heavy tailed distribution
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Linnik distribution
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stable distribution
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0.8409894704818726
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0.8191458582878113
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0.8181571364402771
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