Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James

DOI10.1007/s10260-014-0263-xzbMath1332.65006OpenAlexW1972857206MaRDI QIDQ257654

Luca Pratelli, Lucio Barabesi

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-014-0263-x

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

Related Items

The tempered discrete Linnik distribution, Random variate generation and connected computational issues for the Poisson-Tweedie distribution

Cites Work

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