Levy skew alpha-stable distribution

Levy skew alpha-stable distribution

cite web |author=John P. Nolan | title=Bibliography on stable distributions, processes and related topics| date= November 29, 2005 | url=http://academic2.american.edu/~jpnolan/stable/StableBibliography.pdf | format=PDF | accessmonthday=December 22 | accessyear=2005
*cite book|author= I. Ibragimov, Yu. Linnik|year=1971|title= Independent and Stationary Sequences of Random Variables |publisher=Wolters-Noordhoff Publishing Groningen, The Netherlands|id=
*cite journal | first = G. | last = Peach | year = 1981
title = Theory of the pressure broadening and shift of spectral lines
journal = Advances in Physics | volume = 30 | issue = 3 | pages = 367–474
url = http://journalsonline.tandf.co.uk/openurl.asp?genre=article&eissn=1460-6976&volume=30&issue=3&spage=367
doi = 10.1080/00018738100101467

*cite book | author=V.M. Zolotarev | year = 1986
title = One-dimensional Stable Distributions
publisher = American Mathematical Society


Wikimedia Foundation. 2010.

Игры ⚽ Нужно сделать НИР?

Look at other dictionaries:

  • Lévy distribution — Probability distribution name =Lévy (unshifted) type =density pdf cdf parameters =c > 0, support =x in [0, infty) pdf =sqrt{frac{c}{2pi frac{e^{ c/2x{x^{3/2 cdf = extrm{erfc}left(sqrt{c/2x} ight) mean =infinite median =c/2( extrm{erf}^{… …   Wikipedia

  • Multivariate stable distribution — multivariate stable Probability density function Heatmap showing a Multivariate (bivariate) stable distribution with α = 1.1 parameters: exponent shift/location vector …   Wikipedia

  • Geometric stable distribution — Geometric Stable parameters: α ∈ (0,2] stability parameter β ∈ [−1,1] skewness parameter (note that skewness is undefined) λ ∈ (0, ∞) scale parameter μ ∈ (−∞, ∞) location parameter support: x ∈ R, or x ∈ [μ, +∞) if α < 1 and β = 1, or x ∈… …   Wikipedia

  • Paul Pierre Lévy — For other uses, see Paul Lévy (disambiguation). Paul Lévy Paul Pierre Lévy Born …   Wikipedia

  • Zeta distribution — Probability distribution name =zeta type =mass pdf Plot of the Zeta PMF on a log log scale. (Note that the function is only defined at integer values of k. The connecting lines do not indicate continuity.) cdf parameters =sin(1,infty) support =k… …   Wikipedia

  • Stability (probability) — In probability theory and statistics, the stability of a family of probability distributions is an important property which basically states that if one has a number of random variates that are in the family , any linear combination of these… …   Wikipedia

  • Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para …   Wikipedia

  • Power law — A power law is any polynomial relationship that exhibits the property of scale invariance. The most common power laws relate two variables and have the form:f(x) = ax^k! +o(x^k),where a and k are constants, and o(x^k) is of x. Here, k is… …   Wikipedia

  • List of probability topics — This is a list of probability topics, by Wikipedia page. It overlaps with the (alphabetical) list of statistical topics. There are also the list of probabilists and list of statisticians.General aspects*Probability *Randomness, Pseudorandomness,… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”