fBasics (version 2110.79)

StableMode: Mode of the Stable Distribution Function

Description

Returns the mode of the stable distribution function.

Usage

stableMode(alpha, beta)

Arguments

alpha, beta

value of the index parameter alpha with alpha = (0,2]; skewness parameter beta, in the range [-1, 1].

Value

• returns a numeric value, the location of the stable mode.

References

Chambers J.M., Mallows, C.L. and Stuck, B.W. (1976); A Method for Simulating Stable Random Variables, J. Amer. Statist. Assoc. 71, 340--344.

Nolan J.P. (1999); Stable Distributions, Preprint, University Washington DC, 30 pages. Nolan J.P. (1999); Numerical Calculation of Stable Densities and Distribution Functions, Preprint, University Washington DC, 16 pages.

Samoridnitsky G., Taqqu M.S. (1994); Stable Non-Gaussian Random Processes, Stochastic Models with Infinite Variance, Chapman and Hall, New York, 632 pages.

Weron, A., Weron R. (1999); Computer Simulation of Levy alpha-Stable Variables and Processes, Preprint Technical Univeristy of Wroclaw, 13 pages.

Examples

## stableMode - 
   stableMode(alpha=1, beta=0)
   stableMode(alpha=1.2, beta=0.1)