[Date Index]
[Thread Index]
[Author Index]
distributions
*To*: mathgroup at yoda.physics.unc.edu
*Subject*: distributions
*From*: deb at alexandria.lcs.mit.edu (David E. Burmaster)
*Date*: Thu, 23 Dec 93 15:52:49 -0500
Dear MathGroup
The Levy family of probability distributions is defined as
Integrate[Exp[ -t^a] Cos[t x], {t, 0, Infinity}]/Pi
where a is parameter and x is the random variable.
In general, there is no closed-form for this integral. For the case
a = 1, the integral becomes the Cauchy Distribution. For the case
a = 2, the integral becomes a Gaussian distribution.
A colleague and I are interested in cases for 1 2 a 2 2 as a possible
model for distributions with long tails to the right, i.e., large
positive skew.
For the case a = (3/2), Mma gives an analytical expression for the
integral that includes many Gamma functions and HypergeometricPFQ
functions.
So, now for the question. We want to Plot the PDF for x from x = 0 to
x = 8 or so. At x = 0, the PDF is undefined (it should be 0???) but
the real problem is apparent numeric instability for 0 < x < 0.04 or so.
The problem is that the graph produced by Plot in Mma appears to
oscillate from -10^30 to +10^30 -- clearly a problem.
Question: Can any of you propose a method to contain these wild (and
incorrect) oscillations near the origin???
Many thanks for you help
Dave
Dave
David E. Burmaster, Ph.D.
Alceon Corporation
Cambridge, MA 02238
Prev by Date:
**Re: using mma in a terminal: cursors doesn't work**
Next by Date:
**Global Maximization of Functions with Lots of Local Maxima Using Simulated Annealing or Other Snazzy Methods**
Previous by thread:
**3DBarChart and Windows PS**
Next by thread:
**Re: distributions**
| |