:: Volume 6, Issue 1 (9-2009) ::
JSRI 2009, 6(1): 25-36 Back to browse issues page
A Survey on Simulating Stable Random Variables
Mehdi Firouzi , Adel Mohammadpour 1
1- , adel@aut.ac.ir
Abstract:   (3206 Views)

In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables $ X/sim(alpha, beta, gamma, delta) $ with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable... (to continue, click here)

Keywords: Stable distributions, characteristic function, simulating random variable
Full-Text [PDF 413 kb]   (1058 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/01/16 | Accepted: 2016/01/16 | Published: 2016/01/16



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Volume 6, Issue 1 (9-2009) Back to browse issues page