URL:
<http://savannah.gnu.org/bugs/?25498>
Summary: levy skew alpha-stable distribution documentation
mis-plot
Project: GNU Scientific Library
Submitted by: bjg
Submitted on: Thu 05 Feb 2009 03:08:35 PM GMT
Category: Documentation
Severity: 3 - Normal
Operating System:
Status: Confirmed
Assigned to: bjg
Open/Closed: Open
Release: 1.12
Discussion Lock: Any
_______________________________________________________
Details:
[confirmed - need to refit the plot to new histogram]
From: dorkusmonkey <[email protected]>
To: [email protected]
Subject: [Bug-gsl] levy skew alpha-stable distribution
documentation mis-plot?
Date: Mon, 2 Feb 2009 01:52:41 -0500
On p. 218 for my copy of the gsl reference, chapter 19.13 "The Levy
skew alpha-Stable Distribution" I noticed that the plot of the
probability distribution function, p(x), (for alpha=1.0, beta=1.0,
scale=1.0) has a maximum at around y=0.06 or so. I have estimated the
pdf myself and have found the peak for the same parameters to be
nearer to 0.3. Are you sure that the plot of the pdf (p(x)) is
correct?
below is a small program that estimates the integral and spits out
the pdf in the range of [-10,10] in gnuplot friendly output, along
with the cdf in comments. I hope that I have interpreted everything
correctly and have done the integration and plot correctly, but I
would not put it past me to mess it up, so I would greatly appreciate
any clarifications of misconceptions/fallacies I might have.
Thank you,
dorkusmonkey
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