Parameter estimation and random number generation to stable distributions

zbMATH Open1245.60021MaRDI QIDQ2909009FDOQ2909009

Authors: Csilla Csendes 

Publication date: 29 August 2012

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zbMATH Keywords

random number generationstable distributionscharacteristic exponent \(\alpha\)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (7)

• Sampling exponentially tilted stable distributions
• Numerical generation of symmetric \(\alpha\)-stable random variables
• Random weighting estimation of stable exponent
• Random variate generation for exponentially and polynomially tilted stable distributions
• Truncated stable random variables characterization and simulation
• Random numbers from the tails of probability distributions using the transformation method
• Simulating random numbers from distributions that satisfy the central limit theorem

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