Statistical Estimation of Parameters of Fractionally Stable Distributions*

Autor:	Vladimir E. Bening, V. Yu. Korolev
Rok vydání:	2013
Předmět:	Statistics and Probability Class (set theory) Applied Mathematics General Mathematics Gaussian Statistical parameter Cauchy distribution symbols.namesake Distribution (mathematics) Special functions symbols Feature (machine learning) Point (geometry) Statistical physics Mathematics
Zdroj:	Journal of Mathematical Sciences. 189:899-902
ISSN:	1573-8795 1072-3374
Popis:	There is one feature of distributions (3) that makes them inconvenient from the point of view of their statistical analysis. The point is that their probability densities cannot be explicitly written in terms of elementary or simplest special functions except in a few cases. Appropriate examples are given in the works [2, 4]. Specifically, in addition to the well-known four stable laws (normal (Gaussian), Cauchy, Levy, and the distribution symmetric to the Levy law) the class of distributions of form (3) also includes the distribution with the density
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d746542399fb3178ab4cdadb26cc17d5 https://doi.org/10.1007/s10958-013-1229-5 Zobrazit plný text záznamu Plný text ve formátu PDF