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Numerical calculation of stable densities and distribution functions. (English) Zbl 0899.60012
Summary: Computational formulas are given for stable densities and distribution functions in Zolotarev’s (M) parameterization. These formulas are used in a software package called STABLE to calculate general stable densities, distribution functions and quantiles.

MSC:
60E07 Infinitely divisible distributions; stable distributions
Software:
STABLE
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