Simpsons rule based FFT method to compute densities of stable distribution

摘要：

In recent years, more and more kinds of heavy-tailed distributions are used to model the distribution of microarray gene expression data. Stable distribution is an important type of heavy-tailed distributions. However, lack of closed-form density function blocks its application.In this paper, we derive the Simpsons rule based FFT method for computing the density of stable distribution and compare its accuracy with S. Mittniks rectangle rule based FFT method. Results show that great improvement can be made using Simpsons rule.

关键词： Stable distribution Simpsons rule Fast Fourier Transformation(FFT)

作者: Li Wang Ji-Hong Zhang

作者单位: School of Economics, RenMin University of China, Beijing 100872, China. School of International Business, Beijing Foreign Studies University, Beijing 100089, China.

会议类型: 国际会议

会议名称: The Second International Symposium(OSB08)(第二届国际优化及系统生物学学术会议)

会议地点: 云南丽江

会议语种:英文

页码: 381-388

在线出版日期: 2008-10-31（万方平台首次上网日期，不代表论文的发表时间）