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Implement log-stable distribution

Open astralord opened this issue 8 years ago • 0 comments

Most of the properties of log-stable distribution are easy to derive using the relationship with stable distribution. However, the problem arises with characteristic function, which can't be expressed analytically and is hard to compute numerically due to singularity of probability density function at point 0 in some cases (e.g. Log-Cauchy distribution). All ideas are welcome.

astralord avatar Feb 02 '17 11:02 astralord