stable random variable
given any positive integer and random variables, iid as :
In other words, there are real constants such that and have the same distribution functions; and are of the same type.
Furthermore, is strictly stable if is stable and the given above can always be take as . In other words, is strictly stable if and belong to the same scale family.
A distribution function is said to be stable (strictly stable) if it is the distribution function of a stable (strictly stable) random variable.
|Title||stable random variable|
|Date of creation||2013-03-22 16:25:56|
|Last modified on||2013-03-22 16:25:56|
|Last modified by||CWoo (3771)|
|Defines||stable distribution function|
|Defines||strictly stable random variable|
|Defines||strictly stable distribution function|