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Implement log-stable distribution #5

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astralord opened this issue Feb 2, 2017 · 0 comments
Open

Implement log-stable distribution #5

astralord opened this issue Feb 2, 2017 · 0 comments

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@astralord
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astralord commented Feb 2, 2017

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.

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