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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.
The text was updated successfully, but these errors were encountered:
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.
The text was updated successfully, but these errors were encountered: