2008Electronics LettersRequires access

Bi-parameter CGM model for approximation of α-stable PDF

X.T. Li, Jun Sun, Lianwen Jin, Mingjia Liu

Open publisher page 39 citations

Abstract

Alpha stable distribution has no closed-form expression for the probability density function. Presented is a very concise approximate model for symmetric α-stable (SαS) distribution, which is basically a simplified version of the Cauchy-Gaussian mixture (CGM). The proposed model enjoys the advantages of good fitness and analytical tractability.

About this research paper

What this paper is about

Alpha stable distribution has no closed-form expression for the probability density function. Presented is a very concise approximate model for symmetric α-stable (SαS) distribution, which is basically a simplified version of the Cauchy-Gaussian mixture (CGM). The proposed model enjoys the advantages of good fitness and analytical tractability.

Why it matters

OpenAlex reports 39 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Alpha stable distribution has no closed-form expression for the probability density function. Presented is a very concise approximate model for symmetric α-stable (SαS) distribution, which is basically a simplified version of the Cauchy-Gaussian mixture (CGM). The proposed model enjoys the advantages of good fitness and analytical tractability.

Key concepts: Cauchy distribution, Applied mathematics, Mathematics, Probability density function, Expression (computer science), Gaussian, Stable distribution, Distribution (mathematics)

Related papers

Back to paper searchBrowse research topicsOriginal source
Bi-parameter CGM model for approximation of α-stable PDF — Research Paper | ScholarLens