2003
Conference article  Unknown

Analytical representation for positive alpha-stable densities

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



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BibTeX entry
@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}
}