Bi-parameter CGM model for approximation of α-stable PDF
X.T. Li, Jun Sun, Lianwen Jin, Mingjia Liu
Abstract
X.T. Li, Jun Sun, Lianwen Jin, Mingjia Liu
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.
OpenAlex reports 39 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
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)