Stable Probability Distribution Calculations -- from Wolfram Library Archive

Title

Stable Probability Distribution Calculations

Authors

Robert H. Rimmer MD

John Nolan

URL:	http://academic2.american.edu/~jpnolan/stable/stable.html

Old MathSource #

0212-218

Revision date

2004-12-20

Description

A complete package for calculating and fitting stable distributions. Stable PDF, CDF, quantile, and random variable functions are implemented. The package contains routines to fit data to stable distributions. There is complete documentation available in the help browser. The package will be maintained at: http://www.npgcable.com/~rrimmer/StableCalculation/

Extensive information on stable distributions can be found at: http://academic2.american.edu/~jpnolan/stable/stable.html

The notebook file written with John Nolan gives some introductory information to stable distributions and use of the package.

Updated December 20, 2004

Subject

Mathematics > Probability and Statistics

Keywords

Stable Probability Distribution

URL

http://www.npgcable.com/~rrimmer/StableCalculation/
http://academic2.american.edu/~jpnolan/stable/stable.html

Downloads

StableDistribution.zip (261.3 KB) - ZIP archive [for Mathematica 5.0]

StableDistributionsInMathematica.nb (1.1 MB) - Mathematica Notebook [for Mathematica 5.0]