Tables of cumulative distribution functions and percentiles of the standardized stable random variables

DOI10.1080/03610918408812399MaRDI QIDQ3677037zbMATH OpenOpenAlexFDO

Authors Tsushung A. Hua, M. Pourahmadi

Publication date 1984

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

Full work available at URL https://doi.org/10.1080/03610918408812399

zbMATH Keywords

densitypercentage pointspercentilesstandardizationseries expansionstable random variablesIMSL subroutine DCADREintegral representation of the cumulative distribution

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Statistical tables (62Q05) Numerical integration (65D30) Statistical distribution theory (62E99)

Recommendations

• Precise tabulation of the maximally-skewed stable distributions and densities
• Distribution function values for logstable distributions
• scientific article; zbMATH DE number 1441550
• Numerical calculation of stable densities and distribution functions
• Remarks on the stable \(S_{\alpha}(\beta, \gamma, \mu)\) distribution

Cites work

• scientific article; zbMATH DE number 3167453 (Why is no real title available?)
• scientific article; zbMATH DE number 3089518 (Why is no real title available?)
• Fractiles for the nonsymmetric stable distributions
• On some expansions of stable distribution functions
• Tables and graphs of the stable probability density functions
• Tables of Cumulative Functions of One-Sided Stable Distributions
• Tables of finite-mean nonsymmetric stable distributions as computed from their convergent and asymptotic series^†

Cited in

(1)

• Distribution function values for logstable distributions

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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