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Computational Statistics

, Volume 15, Issue 2, pp 205–217 | Cite as

Exchangeable stable random vectors and their simulations

  • Adel Mohammadpour
  • A. Reza Soltani

Summary

This works concerns the simulation of an exchangeable stable random vector. A characterization for exchangeability of a stable random vector, in terms of its spectral measure, is given. The Modarres and Nolan's simulating method on stable random vectors is modified to the exchangeable case. FORTRAN subroutines to simulate a desirable exchangeable stable random vector and to create an exchangeable partition are written.

Key words: Exchangeable stable random vector, Exchangeable partition, Exchangeable spectral measure. 

Copyright information

© Physica-Verlag, Heidelberg 2000

Authors and Affiliations

  • Adel Mohammadpour
    • 1
  • A. Reza Soltani
    • 1
  1. 1.Department of Statistics, College of Sciences, Shiraz University, Shiraz 71454, Islamic Republic of IranIR

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