Evaluates the pdf f_1(x) intruduced in Grabchak (2021).
Usage
dF1(x, a, p)
Value
Returns a vector of real numbers corresponding to the values of f_1(x).
Arguments
x
Vector of real numbers.
a
Parameter >=0.
p
Parameter >1.
Author
Michael Grabchak and Lijuan Cao
Details
Evaluates the pdf
f_1(x) = exp(-x^p)*x^(-1-a)/K_1, x>1
where K_1 is a normalizing constant. This is distribution is needed to simulate p-RDTS random variables.
References
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.