astralord/RandLib

Implement log-stable distribution

astralord opened this issue · 0 comments

Most of the properties of log-stable distribution are easy to derive using the relationship with stable distribution. However, the problem arises with characteristic function, which can't be expressed analytically and is hard to compute numerically due to singularity of probability density function at point 0 in some cases (e.g. Log-Cauchy distribution). All ideas are welcome.