Approximating the p.d.f of ?-stable distribution by using pade and spline interpolation
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
Improvements in numerical evaluation of ?-stable distribution are presented, the proposed approach is mainly based on Pade and Spline interpolation, for approximating the p.d.f of ?-stable distribution a procedure is presented, the algorithm for the approximation of ?-stable densities is developed, and the results are compared with the other methods and the accuracy of the algorithm is verified. finally numerical example are presented for illumination.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Fallahgoul, H. ve Hashemiparast, S. M. (2009). Maltepe Üniversitesi. s. 173.
