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The study of a function relating to stable distributions

Author

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  • Buckle, D. J.

Abstract

There is a particular trigonometric based function that has been frequently used in the literature involving stable distributions, but often without proofs of its required properties being provided. We analyse this function and produce proofs of a number of its most important properties.

Suggested Citation

  • Buckle, D. J., 1994. "The study of a function relating to stable distributions," Statistics & Probability Letters, Elsevier, vol. 20(2), pages 85-90, May.
    • Handle: RePEc:eee:stapro:v:20:y:1994:i:2:p:85-90
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    Cited by:

    1. J.-F. Chamayou, 2001. "Pseudo random numbers for the Landau and Vavilov distributions," Computational Statistics, Springer, vol. 16(1), pages 131-152, March.
    2. Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June.

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