Title :
Bi-parameter CGM model for approximation of α-stable PDF
Author :
Li, Xiu T. ; Sun, Jian ; Jin, L.W. ; Liu, Minggang
Author_Institution :
Sch. of Electron. & Inf. Eng., South China Univ. of Technol., Guangzhou
Abstract :
Alpha stable distribution has no closed-form expression for the probability density function. Presented is a very concise approximate model for symmetric alpha-stable (SalphaS) distribution, which is basically a simplified version of the Cauchy-Gaussian mixture (CGM). The proposed model enjoys the advantages of good fitness and analytical tractability.
Keywords :
Gaussian distribution; Cauchy-Gaussian mixture; alpha stable distribution; biparameter CGM model; probability density function; symmetric alpha-stable distribution;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20080955
