Kuruoglu E. E.
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In this paper, we present an analytical approximation to positive a-stable probability distribution functions, which in general do not possess a compact analytical form. Our approximation is based on decomposing a positive a-stable random variable into a product of a Pearson and another positive stable random variable. This decomposition allows one to approximate any positive stable pdf as a mixture of Pearson densities, hence providing an analytical representation. This representation allows one to employ maximum likelihood estimation and Bayesian techniques in the presence of positive a-stable noise or signals. The efficiency of the decomposition is demonstrated by simulation studies.
Source: International Conference on Acoustics, Speech, and Signal Processing, 2003 - ICASSP'03, pp. 729–732, Hong Kong, 6-10 April 2003
@inproceedings{oai:it.cnr:prodotti:91136, title = {Analytical representation for positive alpha-stable densities}, author = {Kuruoglu E. E.}, booktitle = {International Conference on Acoustics, Speech, and Signal Processing, 2003 - ICASSP'03, pp. 729–732, Hong Kong, 6-10 April 2003}, year = {2003} }