Stable Distribution

Fit, evaluate, and generate random samples from stable distribution

Statistics and Machine Learning Toolbox™ offers multiple ways to work with the stable distribution.

  • Create a StableDistribution object and use StableDistribution object functions.

  • Use the generic distribution functions with the specified distribution name "Stable" and corresponding parameters.

To learn about the stable distribution, see Stable Distribution.

Functions

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makedistCreate probability distribution object
fitdistFit probability distribution object to data
cdfCumulative distribution function
icdfInverse cumulative distribution function
iqrInterquartile range of probability distribution
meanMean of probability distribution
medianMedian of probability distribution
negloglikNegative loglikelihood of probability distribution
paramciConfidence intervals for probability distribution parameters
pdfProbability density function
plotPlot probability distribution object (Since R2022b)
proflikProfile likelihood function for probability distribution
randomRandom numbers
stdStandard deviation of probability distribution
truncateTruncate probability distribution object
varVariance of probability distribution
cdfCumulative distribution function
icdfInverse cumulative distribution function
pdfProbability density function
randomRandom numbers
mleMaximum likelihood estimates

Objects

StableDistributionStable probability distribution object

Apps

Distribution FitterFit probability distributions to data

Topics

  • Stable Distribution

    Stable distributions are a class of probability distributions suitable for modeling heavy tails and skewness.