| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 11593040 | Journal of Computational and Applied Mathematics | 2019 | 10 Pages |
Abstract
The exact distribution of the sum of any number of independent stable random variables is derived. The probability density function of the exact distribution turns out to be sum of two multivariate H functions. Computational issues and a data application are discussed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Saralees Nadarajah, Stephen Chan,