A Survey on Simulating Stable Random Variables
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Abstract:
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)
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Journal title
volume 6 issue 1
pages 25- 36
publication date 2009-09
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