Efficient Numerical Methods for Stable Distributions

Abstract

The objectives of the contract were to develop computational methods for stable distributions. This section will describe the work performed and the results obtained, organized by topics in approximate chronological order. The second section discusses technical feasibility of Phase II work, and a short third section discusses miscellaneous issues. We note that there is more extensive documentation on these topics in the monthly reports and delivered software. The six monthly reports, the extensive report on simulations evaluating parameter estimation methods, and the user manual for the STABLE matlab interface totaled over 200 pages of detailed information. The information below is a summary of that work, it is not intended as a complete record.

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Document Details

Document Type
Technical Report
Publication Date
Jun 12, 2003
Accession Number
ADA434737

Entities

People

  • John P Nolan

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computational Science
  • Computations
  • Contracts
  • Data Sets
  • Digital Signal Processing
  • Discrete Distribution
  • Distribution Functions
  • Engineering
  • Estimators
  • Gaussian Distributions
  • Maximum Likelihood Estimation
  • Numerical Integration
  • Probability
  • Random Variables
  • Signal Processing
  • Simulations
  • User Manuals

Readers

  • Computational Modeling and Simulation
  • Computer Science.
  • Government Contracting/Procurement.