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Tables of Cumulative Distribution Functions for Symmetric Stable Distributions

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  • Graham J. Worsdale

Abstract

The paper tabulates the cumulative distribution functions of standardized symmetrical stable laws with exponent α = 0·6 (0·1) 2·0, the standardization being such that the special values α = 1·0, α = 2·0 correspond, without further adjustment, to the standard Cauchy and Normal cases as usually defined. The tables were computed by numerical inversion of the characteristic functions.

Suggested Citation

  • Graham J. Worsdale, 1975. "Tables of Cumulative Distribution Functions for Symmetric Stable Distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 24(1), pages 123-131, March.
    • Handle: RePEc:bla:jorssc:v:24:y:1975:i:1:p:123-131
    DOI: 10.2307/2346710
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    Cited by:

    1. Nolan, John P., 1998. "Parameterizations and modes of stable distributions," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 187-195, June.
    2. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2011. "The Japanese economy in crises: A time series segmentation study," Economics Discussion Papers 2011-24, Kiel Institute for the World Economy (IfW Kiel).
    3. Huston McCulloch, J. & Panton, Don B., 1997. "Precise tabulation of the maximally-skewed stable distributions and densities," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 307-320, January.
    4. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2012. "The Japanese economy in crises: A time series segmentation study," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-81.
    5. Tibor K. Pogány & Saralees Nadarajah, 2015. "Remarks on the Stable S α (β,γ,μ) Distribution," Methodology and Computing in Applied Probability, Springer, vol. 17(2), pages 515-524, June.
    6. Zhang, Yiting & Lee, Gladys Hui Ting & Wong, Jian Cheng & Kok, Jun Liang & Prusty, Manamohan & Cheong, Siew Ann, 2011. "Will the US economy recover in 2010? A minimal spanning tree study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2020-2050.

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