Journal
JOURNAL OF STATISTICAL THEORY AND PRACTICE
Volume 8, Issue 2, Pages 260-282Publisher
TAYLOR & FRANCIS AS
DOI: 10.1080/15598608.2013.780989
Keywords
Adomian decomposition method; Fractional calculus; Homotopy perturbation method; Multivariate geo-stable distributions; Multivariate stable distributions; Variational iteration method
Categories
Ask authors/readers for more resources
The main problem in applying the multivariate stable and geo-stable distributions is the lack of a closed-form formula for the probability density function. In this article, we provide a solution by using the connection between these two distributions and fractional calculus. The analytical-numeric formulas for the probability density function for these two probability distributions are obtained via three analytic approximation methods-homotopy perturbation method, Adomian decomposition method, and variational iteration method. Finally, the convergent analysis of the applied methods is discussed.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available