首页   按字顺浏览 期刊浏览 卷期浏览 A PASCAL program for simulating stable random variates
A PASCAL program for simulating stable random variates

 

作者: Don B. Panton,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1988）
卷期: Volume 17, issue 3  

页码: 837-842

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812698

 

出版商: Marcel Dekker, Inc.

 

关键词: Stable Paretian distribution;Stable variate generator;Pareto-Levy distribution;Chambers;Mallows;Stuck algorithm

 

数据来源: Taylor

 

摘要:

The purposes of this paper are twofold: (1) To correct two errors in the FORTRAN program accompanying a very important algorithm for the generation of random stable variates, and (2) To present a Pascal translation of that FORTRAN program

 

点击下载:  PDF (134KB)



返 回