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Simulating a positive alpha stable law
Posted: October 16th, 2002, 1:50 pm
by yassin
Do you know how to simulate a positive alpha stable lawCheers
Simulating a positive alpha stable law
Posted: October 16th, 2002, 2:41 pm
by yassin
I forgot to specify that I need it to simulate the Gumbel-Hougaard copula thks
Simulating a positive alpha stable law
Posted: October 17th, 2002, 2:31 am
by J
Could you tell me why you care about stable law?
Simulating a positive alpha stable law
Posted: October 17th, 2002, 7:40 am
by yassin
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..
Simulating a positive alpha stable law
Posted: October 17th, 2002, 7:44 am
by yassin