PUMA
Istituto di Scienza e Tecnologie dell'Informazione     
Kuruoglu E. E. Analytical representation for positive alpha-stable densities. In: International Conference on Acoustics, Speech, and Signal (Hong Kong, 6-10 April 2003). Proceedings, vol. Vol. VI pp. 729 - 732. IEEE, 2003.
 
 
Abstract
(English)
In this paper, we present an analytical approximation to positive a-stable probability distribution functions, which in general do not possess a compact analytical form. Our approximation is based on decomposing a positive a-stable random variable into a product of a Pearson and another positive stable random variable. This decomposition allows one to approximate any positive stable pdf as a mixture of Pearson densities, hence providing an analytical representation. This representation allows one to employ maximum likelihood estimation and Bayesian techniques in the presence of positive a-stable noise or signals. The efficiency of the decomposition is demonstrated by simulation studies.
Subject image representation
I.5.1 Models. Statistical
I.4.10 Image Representation. Statistical
G.3 Probability and Statistics. Stochastic Processes


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