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[Bug-gsl] [bug #25498] levy skew alpha-stable distribution documentation


From: Brian Gough
Subject: [Bug-gsl] [bug #25498] levy skew alpha-stable distribution documentation mis-plot
Date: Thu, 05 Feb 2009 15:08:36 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-GB; rv:1.9.0.2) Gecko/2008092318 Fedora/3.0.2-1.fc9 Firefox/3.0.2

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 <address@hidden>
To: address@hidden
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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