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Volume 9, Issue 4


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Stable Distributions in Mathematica
Robert H. Rimmer
John P. Nolan

A Mathematica package for the computation of stable distributions is demonstrated. Calculations of stable density, distribution, and quantile functions can be performed and stable random variables generated. Data can be fit to stable parameters by the maximum likelihood method. Extreme precision calculations are possible. The StableDistribution package and documentation are provided in the Additional Material section.





*Parameterizations of Stable Laws

*Using the Package

*Program Accuracy, Limitations, and Versatility

*MathLink Implementation


*Additional Material

About the Authors
Robert H. Rimmer received his M.D. degree from the State University of New York. He is a clinical cardiologist with an interest in mathematics. He became interested in stable distributions after reading The Fractal Geometry of Nature by B. B. Mandelbrot in the 1980s. He has been programming with Mathematica as a hobby since 1988.

John P. Nolan received his Ph.D. in mathematics from the University of Virginia. He is a professor at American University in Washington, DC, where he teaches and does research on stable distributions and statistical genetics.

Robert H. Rimmer
HC 4, Box 3-C
Payson, AZ 85541-9571

John P. Nolan
Math/Stat Department
227 Gray Hall
American University
4400 Massachusetts Avenue, NW
Washington, DC 20016-8050

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