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Journal volumes: 17
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:: 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:   (3193 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]   (1054 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/01/16 | Accepted: 2016/01/16 | Published: 2016/01/16
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Firouzi M, Mohammadpour A. A Survey on Simulating Stable Random Variables. JSRI 2009; 6 (1) :25-36
URL: http://jsri.srtc.ac.ir/article-1-103-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 6, Issue 1 (9-2009) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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