You are not currently logged in.
Access JSTOR through your library or other institution:
Parameter Estimates for Symmetric Stable Distributions
Eugene F. Fama and Richard Roll
Journal of the American Statistical Association
Vol. 66, No. 334 (Jun., 1971), pp. 331-338
Stable URL: http://www.jstor.org/stable/2283932
Page Count: 8
You can always find the topics here!Topics: Estimators, Standard deviation, Sample size, Statistical estimation, Estimation bias, Test ranges, Random variables, Statistical variance, Sampling bias, Mathematical moments
Were these topics helpful?See somethings inaccurate? Let us know!
Select the topics that are inaccurate.
Preview not available
Building on results of an earlier article , estimators are suggested for the scale parameter and characteristic exponent of symmetric stable distributions, and Monte Carlo studies of these estimators are reported. The powers of various goodness-of-fit tests of a Gaussian null hypothesis against non-Gaussian stable alternatives are also investigated. Finally, a test of the stability property of symmetric stable variables is suggested and demonstrated.
Journal of the American Statistical Association © 1971 American Statistical Association