Stable CDF

The stable cumulative distribution function is the integral of the density function up to the point x.  It represents the probability of an event less than or equal to x.  

There are four parameters to stable distributions:
    α, the shape parameter, range (0, 2]
    β, the skewness parameter, range [-1, 1]
    γ, the scale parameter, (0, ∞)
    δ, the location parameter, (-∞, ∞).

Enter value for α in the range [0.1, 2.0]:

Enter value for β in the range [-1, 1]:

Enter value for γ :

Enter value for δ :

Calculate the probability of an event occuring in a range.

The probability of an event occuring in the range: {x1, x2} is the P(x < x2) - P(x <x1).

Enter x1:

Enter x2:

 
0.392564

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Created by Mathematica  (October 27, 2005)