A SURVEY ON SIMULATING STABLE RANDOM VARIABLES

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FIROUZI MEHDI; MOHAMMADPOUR ADEL

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Paper Information

Journal: JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI) Year:2009 | Volume:6 | Issue:1 Page(s): 25-36

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Title

A SURVEY ON SIMULATING STABLE RANDOM VARIABLES

Author(s)

FIROUZI MEHDI | MOHAMMADPOUR ADEL | Issue Writer Certificate

Keywords

STABLE DISTRIBUTIONSQ3

CHARACTERISTIC FUNCTIONQ1

SIMULATING RANDOM VARIABLEQ1

Abstract

In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables X ~ S (a, b, g, d), with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable …

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APA: Copy

FIROUZI, MEHDI, & MOHAMMADPOUR, ADEL. (2009). A SURVEY ON SIMULATING STABLE RANDOM VARIABLES. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), 6(1), 25-36. SID. https://sid.ir/paper/129915/en

Vancouver: Copy

FIROUZI MEHDI, MOHAMMADPOUR ADEL. A SURVEY ON SIMULATING STABLE RANDOM VARIABLES. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI)[Internet]. 2009;6(1):25-36. Available from: https://sid.ir/paper/129915/en

IEEE: Copy

MEHDI FIROUZI, and ADEL MOHAMMADPOUR, “A SURVEY ON SIMULATING STABLE RANDOM VARIABLES,” JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), vol. 6, no. 1, pp. 25–36, 2009, [Online]. Available: https://sid.ir/paper/129915/en

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