Simulating a positive alpha stable law

yassin · October 16th, 2002, 1:50 pm

Do you know how to simulate a positive alpha stable lawCheers

yassin · October 16th, 2002, 2:41 pm

I forgot to specify that I need it to simulate the Gumbel-Hougaard copula thks

J · October 17th, 2002, 2:31 am

Could you tell me why you care about stable law?

yassin · October 17th, 2002, 7:40 am

I want to generate a multivaiate random vector from Gumbel-Hougaard copula. as it showen in the paper (Attached file - page 12) in the case of Gumbel-Hougaard copula, i have to generate a positive alpha stable random variable at first..

yassin · October 17th, 2002, 7:44 am